+475.1%
MULL vs STZ
+14.7%
+460.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +5.3% | -19.1% | -8.1% |
| 7D | -35.9% | +13.0% | -48.9% | -26.0% |
| 30D | -47.3% | +29.4% | -76.8% | -31.0% |
| 3M | -30.6% | +11.6% | -42.2% | -18.1% |
| 6M | +13.7% | -0.2% | +13.9% | +31.7% |
| YTD | +272.1% | +8.6% | +263.6% | +286.0% |
| 1Y | +475.1% | +15.9% | +459.1% | +543.5% |
| All | +475.1% | +14.7% | +460.3% | +543.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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