-8.0%
AMCR vs MULL
+2,620.5%
-2,628.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +5.4% | -8.1% | -2.9% |
| 7D | -6.3% | +14.8% | -21.1% | -6.6% |
| 30D | -7.1% | +36.6% | -43.7% | -8.0% |
| 3M | +12.7% | -8.9% | +21.6% | +11.4% |
| 6M | +5.2% | +311.9% | -306.8% | -2.8% |
| YTD | +8.1% | +579.8% | -571.8% | -3.0% |
| 1Y | +10.0% | +2,421.5% | -2,411.5% | -8.6% |
| All | -8.0% | +2,620.5% | -2,628.5% | -27.7% |
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