+102.8%
AMAT vs MULL
+1,070.1%
-967.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.5% | +3.0% | +1.2% |
| 7D | -2.5% | -32.2% | +29.8% | +6.8% |
| 30D | -26.5% | -55.4% | +28.9% | -10.8% |
| 3M | -28.6% | -41.3% | +12.7% | -20.8% |
| 6M | -14.2% | -44.9% | +30.7% | -10.9% |
| YTD | +45.5% | +192.4% | -146.9% | -6.8% |
| 1Y | +59.3% | +239.4% | -180.1% | -4.2% |
| All | +102.8% | +1,070.1% | -967.2% | -26.6% |
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