+2,302.1%
MULL vs STZ
-45.9%
+2,348.1%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -1.2% |
| 7D | -8.4% | -4.5% | -4.0% | -8.5% |
| 30D | +9.7% | -8.6% | +18.3% | +9.4% |
| 3M | -26.8% | -13.8% | -13.0% | -26.3% |
| 6M | +220.7% | -17.2% | +237.9% | +223.0% |
| YTD | +509.0% | -9.4% | +518.4% | +461.5% |
| 1Y | +1,739.5% | -11.9% | +1,751.4% | +1,625.3% |
| All | +2,302.1% | -45.9% | +2,348.1% | +2,483.6% |
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