+2,802.6%
MULL vs Z
-58.8%
+2,861.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | -2.1% | +13.9% | +10.9% |
| 7D | +17.3% | -3.0% | +20.3% | +15.7% |
| 30D | +23.5% | -4.2% | +27.7% | +22.0% |
| 3M | -24.0% | -3.7% | -20.3% | -17.7% |
| 6M | +276.7% | -24.5% | +301.3% | +305.8% |
| YTD | +565.1% | -49.3% | +614.4% | +640.9% |
| 1Y | +2,802.6% | -58.7% | +2,861.3% | +3,295.1% |
| All | +2,802.6% | -58.8% | +2,861.4% | +3,295.1% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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