+475.1%
MULL vs AMRZ
-11.5%
+486.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +5.2% | -19.0% | -16.8% |
| 7D | -35.9% | +10.3% | -46.2% | -40.8% |
| 30D | -47.3% | +18.7% | -66.0% | -54.4% |
| 3M | -30.6% | -14.6% | -15.9% | -21.6% |
| 6M | +13.7% | -12.9% | +26.6% | +26.7% |
| YTD | +272.1% | -17.4% | +289.5% | +336.6% |
| 1Y | +475.1% | -12.3% | +487.4% | +552.9% |
| All | +475.1% | -11.5% | +486.6% | +552.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 AMRZ 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