+32.5%
MTZ vs MULL
+1,303.2%
-1,270.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.3% | +1.1% | -1.5% |
| 7D | +16.5% | +43.3% | -26.8% | +8.4% |
| 30D | -10.2% | -37.4% | +27.2% | -4.3% |
| 3M | -34.2% | -36.8% | +2.7% | -31.0% |
| 6M | -56.0% | -36.9% | -19.1% | -57.4% |
| YTD | -14.8% | +250.7% | -265.5% | -45.0% |
| 1Y | -7.2% | +337.6% | -344.8% | -44.0% |
| All | +32.5% | +1,303.2% | -1,270.7% | -47.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling