+147.6%
AMAT vs MULL
+2,561.4%
-2,413.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +11.8% | -7.5% | +1.2% |
| 7D | -1.5% | +17.3% | -18.8% | -5.7% |
| 30D | -14.8% | +23.5% | -38.3% | -20.2% |
| 3M | -9.3% | -24.0% | +14.7% | -9.7% |
| 6M | +27.4% | +276.7% | -249.3% | -20.2% |
| YTD | +77.6% | +565.1% | -487.5% | -5.9% |
| 1Y | +188.9% | +2,802.6% | -2,613.6% | -0.4% |
| All | +147.6% | +2,561.4% | -2,413.8% | -25.9% |
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