+2,330.7%
MULL vs AMP
+0.7%
+2,330.0%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +0.3% | -9.6% | -9.7% |
| 7D | +3.6% | -2.0% | +5.7% | +5.9% |
| 30D | +22.0% | -1.7% | +23.7% | +23.5% |
| 3M | -8.6% | +23.2% | -31.9% | -34.2% |
| 6M | +248.5% | +22.2% | +226.3% | +151.4% |
| YTD | +516.3% | +14.0% | +502.3% | +368.2% |
| 1Y | +2,036.6% | +14.0% | +2,022.6% | +1,514.1% |
| All | +2,330.7% | +0.7% | +2,330.0% | +1,919.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 AMP 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