+475.1%
MULL vs Z
-54.2%
+529.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +9.4% | -23.2% | -8.7% |
| 7D | -35.9% | +10.2% | -46.1% | -31.6% |
| 30D | -47.3% | +23.7% | -71.0% | -40.1% |
| 3M | -30.6% | -6.6% | -24.0% | -30.6% |
| 6M | +13.7% | -23.0% | +36.7% | +26.3% |
| YTD | +272.1% | -50.3% | +322.4% | +322.5% |
| 1Y | +475.1% | -53.6% | +528.6% | +575.5% |
| All | +475.1% | -54.2% | +529.2% | +575.5% |
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