+307.5%
AMD vs MULL
+1,303.2%
-995.7%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -3.3% | +9.2% | +6.8% |
| 7D | +44.7% | +43.3% | +1.5% | +30.9% |
| 30D | -3.3% | -37.4% | +34.1% | +7.5% |
| 3M | +21.2% | -36.8% | +58.0% | +32.4% |
| 6M | +30.6% | -36.9% | +67.4% | +28.8% |
| YTD | +173.3% | +250.7% | -77.4% | +63.6% |
| 1Y | +126.1% | +337.6% | -211.5% | +24.7% |
| All | +307.5% | +1,303.2% | -995.7% | +33.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling