+3,138.5%
AXTI vs MULL
+2,337.2%
+801.3%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.5% |
| 7D | +5.1% | -8.4% | +13.5% | +7.7% |
| 30D | -17.5% | +9.7% | -27.1% | -19.5% |
| 3M | -26.7% | -26.8% | +0.1% | -23.1% |
| 6M | +36.8% | +220.7% | -183.9% | -13.5% |
| YTD | +296.1% | +509.0% | -212.9% | +101.4% |
| 1Y | +1,810.6% | +1,739.5% | +71.1% | +608.1% |
| All | +3,138.5% | +2,337.2% | +801.3% | +935.5% |
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 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