+1,283.0%
MULL vs STZ
-35.6%
+1,318.6%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.3% | -3.6% | -3.2% |
| 7D | +43.3% | 0.0% | +43.3% | +43.3% |
| 30D | -37.4% | +14.7% | -52.2% | -35.4% |
| 3M | -36.8% | +8.8% | -45.6% | -34.7% |
| 6M | -36.9% | +3.1% | -39.9% | -34.4% |
| YTD | +250.7% | +7.9% | +242.8% | +235.3% |
| 1Y | +337.6% | +14.2% | +323.4% | +307.0% |
| All | +1,283.0% | -35.6% | +1,318.6% | +1,442.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling