-10.2%
ADSK vs MULL
+444.9%
-455.1%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -13.8% | +20.8% | +6.2% |
| 7D | +11.4% | -35.9% | +47.3% | +8.9% |
| 30D | +21.9% | -47.3% | +69.2% | +18.2% |
| 3M | +13.9% | -30.6% | +44.4% | +12.6% |
| 6M | +9.1% | +13.7% | -4.6% | +7.5% |
| YTD | -8.8% | +272.1% | -280.9% | -13.5% |
| 1Y | -10.2% | +475.1% | -485.3% | -17.2% |
| All | -10.2% | +444.9% | -455.1% | -17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded MULL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling