+23.7%
AMZN vs MULL
+2,561.4%
-2,537.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +11.8% | -12.0% | -1.0% |
| 7D | -3.0% | +17.3% | -20.3% | -4.1% |
| 30D | -5.2% | +23.5% | -28.7% | -7.0% |
| 3M | +1.9% | -24.0% | +25.8% | -0.7% |
| 6M | +19.2% | +276.7% | -257.5% | -7.1% |
| YTD | +12.0% | +565.1% | -553.1% | -20.6% |
| 1Y | +9.7% | +2,802.6% | -2,792.9% | -39.2% |
| All | +23.7% | +2,561.4% | -2,537.6% | -39.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling