+284.9%
AMD vs MULL
+1,351.1%
-1,066.2%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +24.0% | -16.7% | +0.7% |
| 7D | +13.1% | -2.5% | +15.7% | +12.7% |
| 30D | -7.0% | -40.1% | +33.1% | +4.5% |
| 3M | +16.6% | -28.2% | +44.8% | +23.2% |
| 6M | +20.5% | -39.6% | +60.1% | +20.1% |
| YTD | +158.2% | +262.6% | -104.5% | +53.2% |
| 1Y | +132.8% | +366.2% | -233.4% | +26.4% |
| All | +284.9% | +1,351.1% | -1,066.2% | +24.7% |
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 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