+2,444.0%
MULL vs STZ
-46.6%
+2,490.5%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -5.6% | +2.6% | -3.1% |
| 7D | +14.0% | -7.4% | +21.4% | +13.8% |
| 30D | +24.8% | -10.9% | +35.7% | +24.5% |
| 3M | -16.1% | -13.4% | -2.7% | -15.8% |
| 6M | +330.9% | -16.2% | +347.1% | +330.6% |
| YTD | +545.0% | -10.4% | +555.4% | +494.5% |
| 1Y | +2,427.1% | -14.8% | +2,441.9% | +2,294.9% |
| All | +2,444.0% | -46.6% | +2,490.5% | +2,635.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling