+2,775.1%
MULL vs AMRZ
-19.2%
+2,794.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -2.3% | +7.7% | +7.2% |
| 7D | +14.8% | -4.7% | +19.4% | +18.9% |
| 30D | +36.6% | -11.3% | +47.8% | +49.2% |
| 3M | -8.9% | -22.1% | +13.2% | +10.8% |
| 6M | +311.9% | -29.6% | +341.5% | +436.9% |
| YTD | +579.8% | -23.3% | +603.1% | +735.7% |
| 1Y | +2,421.5% | -23.7% | +2,445.3% | +2,842.4% |
| All | +2,775.1% | -19.2% | +2,794.3% | +3,184.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling