+2,712.6%
MULL vs AMRZ
-13.6%
+2,726.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | -0.4% | +12.2% | +12.1% |
| 7D | +17.3% | -1.9% | +19.2% | +19.0% |
| 30D | +23.5% | -16.9% | +40.4% | +42.3% |
| 3M | -24.0% | -19.2% | -4.8% | -10.3% |
| 6M | +276.7% | -29.3% | +306.0% | +390.5% |
| YTD | +565.1% | -18.0% | +583.0% | +676.6% |
| 1Y | +2,802.6% | -15.1% | +2,817.7% | +3,089.5% |
| All | +2,712.6% | -13.6% | +2,726.2% | +2,952.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling