+146.9%
INTC vs MULL
+1,230.7%
-1,083.7%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -5.2% | +2.7% | -1.1% |
| 7D | +6.0% | +24.5% | -18.5% | -0.6% |
| 30D | -39.2% | -35.5% | -3.7% | -32.7% |
| 3M | -42.9% | -44.8% | +1.9% | -35.1% |
| 6M | -50.4% | -45.5% | -4.9% | -48.4% |
| YTD | +61.7% | +232.5% | -170.9% | +5.5% |
| 1Y | +66.1% | +343.3% | -277.1% | -0.3% |
| All | +146.9% | +1,230.7% | -1,083.7% | -2.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling