+6.7%
AMZN vs MULL
+444.9%
-438.2%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -13.8% | +19.9% | +6.6% |
| 7D | +4.5% | -35.9% | +40.4% | +6.0% |
| 30D | +5.8% | -47.3% | +53.2% | +7.8% |
| 3M | -4.1% | -30.6% | +26.5% | -3.3% |
| 6M | -2.2% | +13.7% | -15.9% | -10.6% |
| YTD | +15.3% | +272.1% | -256.9% | -7.3% |
| 1Y | +6.7% | +475.1% | -468.4% | -19.6% |
| All | +6.7% | +444.9% | -438.2% | -19.6% |
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