+2,523.1%
MULL vs STZ
-43.4%
+2,566.5%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | -0.7% | +12.5% | +11.8% |
| 7D | +17.3% | -1.9% | +19.2% | +17.2% |
| 30D | +23.5% | -1.9% | +25.4% | +23.3% |
| 3M | -24.0% | -6.2% | -17.8% | -23.9% |
| 6M | +276.7% | -14.0% | +290.8% | +280.9% |
| YTD | +565.1% | -5.1% | +570.2% | +513.6% |
| 1Y | +2,802.6% | -9.6% | +2,812.2% | +2,652.9% |
| All | +2,523.1% | -43.4% | +2,566.5% | +2,723.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling