+81.1%
AMAT vs MULL
+968.6%
-887.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +9.1% | -4.9% | +1.8% |
| 7D | -14.7% | -42.7% | +28.0% | -2.5% |
| 30D | -36.1% | -63.8% | +27.7% | -18.1% |
| 3M | -36.9% | -49.0% | +12.2% | -27.3% |
| 6M | -22.2% | -38.2% | +16.0% | -21.9% |
| YTD | +29.9% | +167.0% | -137.1% | -14.8% |
| 1Y | +43.3% | +247.7% | -204.5% | -14.5% |
| All | +81.1% | +968.6% | -887.4% | -32.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling