-6.0%
MTZ vs MULL
+260.4%
-266.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +12.3% | -3.7% | +6.4% |
| 7D | -2.4% | -27.1% | +24.7% | +2.1% |
| 30D | -11.1% | -54.2% | +43.1% | -0.2% |
| 3M | -30.6% | -42.0% | +11.3% | -26.1% |
| 6M | -54.4% | -43.5% | -10.9% | -53.7% |
| YTD | -13.0% | +199.9% | -213.0% | -34.9% |
| All | -6.0% | +260.4% | -266.4% | -32.4% |
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