+2,523.1%
MULL vs AMDL
+325.6%
+2,197.5%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +9.2% | +2.6% | +5.6% |
| 7D | +17.3% | +4.5% | +12.8% | +14.1% |
| 30D | +23.5% | -4.4% | +27.9% | +27.0% |
| 3M | -24.0% | -30.5% | +6.5% | +4.8% |
| 6M | +276.7% | +300.9% | -24.1% | +80.4% |
| YTD | +565.1% | +219.9% | +345.1% | +241.9% |
| 1Y | +2,802.6% | +374.7% | +2,427.9% | +957.3% |
| All | +2,523.1% | +325.6% | +2,197.5% | +738.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 AMDL 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