+258.7%
AMD vs MULL
+1,070.1%
-811.4%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.7% | +9.5% | +5.2% | +12.1% |
| 7D | +6.5% | -32.2% | +38.7% | +17.1% |
| 30D | -15.3% | -55.4% | +40.1% | +3.5% |
| 3M | +9.7% | -41.3% | +51.0% | +23.1% |
| 6M | +13.2% | -44.9% | +58.1% | +16.4% |
| YTD | +140.6% | +192.4% | -51.8% | +52.2% |
| 1Y | +111.2% | +239.4% | -128.3% | +25.4% |
| All | +258.7% | +1,070.1% | -811.4% | +23.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling