+953.2%
MULL vs AMBA
-3.9%
+957.1%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | +6.1% | +3.0% | +2.9% |
| 7D | -42.7% | -7.2% | -35.5% | -35.6% |
| 30D | -63.8% | -10.4% | -53.4% | -57.4% |
| 3M | -49.0% | -30.1% | -18.9% | -24.8% |
| 6M | -38.2% | -22.4% | -15.7% | -23.6% |
| YTD | +167.0% | -17.3% | +184.4% | +204.8% |
| 1Y | +247.7% | -35.4% | +283.1% | +402.9% |
| All | +953.2% | -3.9% | +957.1% | +877.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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