-9.5%
AZO vs MULL
+444.9%
-454.4%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -13.8% | +17.7% | +3.3% |
| 7D | +5.3% | -35.9% | +41.3% | +3.6% |
| 30D | +18.4% | -47.3% | +65.8% | +15.9% |
| 3M | +9.8% | -30.6% | +40.4% | +8.9% |
| 6M | -4.5% | +13.7% | -18.2% | -4.9% |
| YTD | -1.9% | +272.1% | -274.1% | -2.3% |
| 1Y | -9.5% | +475.1% | -484.6% | -9.0% |
| All | -9.5% | +444.9% | -454.4% | -9.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling