+73.7%
AMAT vs MULL
+338.1%
-264.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +24.0% | -18.0% | -0.7% |
| 7D | +7.0% | -2.5% | +9.5% | +5.8% |
| 30D | -20.6% | -40.1% | +19.5% | -11.2% |
| 3M | -24.8% | -28.2% | +3.4% | -21.4% |
| 6M | -10.7% | -39.6% | +28.8% | -8.8% |
| YTD | +54.3% | +262.6% | -208.4% | +1.7% |
| 1Y | +73.7% | +366.2% | -292.5% | +8.3% |
| All | +73.7% | +338.1% | -264.4% | +8.3% |
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