-33.3%
ADSK vs MULL
+2,620.5%
-2,653.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +5.4% | -8.0% | -2.6% |
| 7D | -14.5% | +14.8% | -29.3% | -14.5% |
| 30D | -19.3% | +36.6% | -55.9% | -19.4% |
| 3M | -7.8% | -8.9% | +1.1% | -8.4% |
| 6M | -20.8% | +311.9% | -332.7% | -29.0% |
| YTD | -30.2% | +579.8% | -610.0% | -40.6% |
| 1Y | -36.5% | +2,421.5% | -2,458.0% | -52.9% |
| All | -33.3% | +2,620.5% | -2,653.8% | -55.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling