+195.2%
AMD vs MULL
+3,061.6%
-2,866.4%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +11.8% | -7.1% | +1.7% |
| 7D | +2.6% | +17.3% | -14.7% | -1.6% |
| 30D | -0.9% | +23.5% | -24.4% | -6.8% |
| 3M | -8.7% | -24.0% | +15.3% | -10.4% |
| 6M | +136.3% | +276.7% | -140.4% | +53.0% |
| YTD | +123.0% | +565.1% | -442.1% | +25.4% |
| 1Y | +195.2% | +2,802.6% | -2,607.4% | +50.1% |
| All | +195.2% | +3,061.6% | -2,866.4% | +50.1% |
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