-9.4%
AZO vs MULL
+2,337.2%
-2,346.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | -0.2% |
| 7D | -3.6% | -8.4% | +4.9% | -3.8% |
| 30D | -5.6% | +9.7% | -15.2% | -5.2% |
| 3M | -6.6% | -26.8% | +20.1% | -6.3% |
| 6M | -22.5% | +220.7% | -243.2% | -21.0% |
| YTD | -15.2% | +509.0% | -524.2% | -12.5% |
| 1Y | -33.9% | +1,739.5% | -1,773.5% | -31.0% |
| All | -9.4% | +2,337.2% | -2,346.6% | -6.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling