+101.7%
AMAT vs MULL
+1,100.2%
-998.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +12.3% | -0.9% | +8.0% |
| 7D | -1.1% | -27.1% | +26.0% | +6.3% |
| 30D | -26.9% | -54.2% | +27.3% | -11.8% |
| 3M | -31.2% | -42.0% | +10.8% | -23.5% |
| 6M | -14.7% | -43.5% | +28.8% | -12.0% |
| YTD | +44.7% | +199.9% | -155.2% | -7.9% |
| 1Y | +62.0% | +292.8% | -230.9% | -6.4% |
| All | +101.7% | +1,100.2% | -998.4% | -27.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling