+1,330.3%
MULL vs AMBA
+2.6%
+1,327.7%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +24.0% | +3.5% | +20.5% | +20.4% |
| 7D | -2.5% | +2.6% | -5.1% | -0.6% |
| 30D | -40.1% | -3.6% | -36.5% | -33.9% |
| 3M | -28.2% | -24.6% | -3.6% | -0.6% |
| 6M | -39.6% | -21.6% | -18.0% | -26.0% |
| YTD | +262.6% | -11.8% | +274.4% | +291.1% |
| 1Y | +366.2% | -33.2% | +399.4% | +557.0% |
| All | +1,330.3% | +2.6% | +1,327.7% | +1,154.2% |
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