-5.5%
AMCR vs MULL
+2,366.2%
-2,371.6%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -9.3% | +9.0% | -0.1% |
| 7D | -5.0% | +3.6% | -8.6% | -5.1% |
| 30D | -8.0% | +22.0% | -30.0% | -8.6% |
| 3M | +14.3% | -8.6% | +22.9% | +12.9% |
| 6M | +5.3% | +248.5% | -243.2% | -2.4% |
| YTD | +7.7% | +516.3% | -508.6% | -3.3% |
| 1Y | +10.8% | +2,036.6% | -2,025.8% | -7.8% |
| All | -5.5% | +2,366.2% | -2,371.6% | -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 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