+1,211.6%
MULL vs STZ
-35.2%
+1,246.7%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.7% | -5.9% | -5.0% |
| 7D | +24.5% | +2.6% | +22.0% | +25.3% |
| 30D | -35.5% | +15.2% | -50.7% | -33.3% |
| 3M | -44.8% | +7.6% | -52.4% | -42.8% |
| 6M | -45.5% | +5.3% | -50.7% | -43.4% |
| YTD | +232.5% | +8.6% | +223.9% | +218.5% |
| 1Y | +343.3% | +15.6% | +327.7% | +311.6% |
| All | +1,211.6% | -35.2% | +1,246.7% | +1,365.7% |
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 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