+35.9%
AMGN vs MULL
+2,366.2%
-2,330.2%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -9.3% | +7.1% | -2.1% |
| 7D | -13.9% | +3.6% | -17.5% | -13.9% |
| 30D | -7.1% | +22.0% | -29.2% | -7.4% |
| 3M | +13.9% | -8.6% | +22.5% | +13.0% |
| 6M | +3.2% | +248.5% | -245.3% | -2.2% |
| YTD | +19.2% | +516.3% | -497.0% | +10.3% |
| 1Y | +41.1% | +2,036.6% | -1,995.5% | +24.6% |
| All | +35.9% | +2,366.2% | -2,330.2% | +14.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling