+2,036.6%
MULL vs STZ
-12.7%
+2,049.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +1.9% | -11.2% | -8.2% |
| 7D | +3.6% | -4.1% | +7.7% | +1.2% |
| 30D | +22.0% | -7.6% | +29.6% | +16.9% |
| 3M | -8.6% | -12.3% | +3.7% | -12.9% |
| 6M | +248.5% | -16.3% | +264.8% | +233.5% |
| YTD | +516.3% | -8.4% | +524.6% | +422.6% |
| 1Y | +2,036.6% | -10.8% | +2,047.5% | +1,881.0% |
| All | +2,036.6% | -12.7% | +2,049.4% | +1,881.0% |
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