+24.6%
MTZ vs MULL
+968.6%
-944.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +9.1% | +0.4% | +7.8% |
| 7D | -6.4% | -42.7% | +36.3% | +2.6% |
| 30D | -22.1% | -63.8% | +41.7% | -7.7% |
| 3M | -32.7% | -49.0% | +16.4% | -26.3% |
| 6M | -59.8% | -38.2% | -21.6% | -61.1% |
| YTD | -19.9% | +167.0% | -186.9% | -45.3% |
| 1Y | -11.5% | +247.7% | -259.2% | -44.2% |
| All | +24.6% | +968.6% | -944.0% | -48.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling