+343.3%
MULL vs AMRZ
-16.6%
+359.9%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.1% | -5.3% | -5.3% |
| 7D | +24.5% | -2.1% | +26.6% | +26.5% |
| 30D | -35.5% | +13.0% | -48.5% | -42.0% |
| 3M | -44.8% | -12.1% | -32.7% | -38.7% |
| 6M | -45.5% | -19.1% | -26.3% | -35.1% |
| YTD | +232.5% | -23.3% | +255.8% | +308.4% |
| 1Y | +343.3% | -16.6% | +359.8% | +396.8% |
| All | +343.3% | -16.6% | +359.9% | +396.8% |
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