+76.2%
MTZ vs MULL
+2,481.0%
-2,404.9%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -3.0% | +6.8% | +4.4% |
| 7D | +3.6% | +14.0% | -10.4% | +0.8% |
| 30D | -9.6% | +24.8% | -34.5% | -13.8% |
| 3M | -31.9% | -16.1% | -15.8% | -33.5% |
| 6M | -13.8% | +330.9% | -344.7% | -42.2% |
| YTD | +13.3% | +545.0% | -531.7% | -32.6% |
| 1Y | +39.3% | +2,427.1% | -2,387.9% | -41.1% |
| All | +76.2% | +2,481.0% | -2,404.9% | -36.0% |
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 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