+1,283.0%
MULL vs Z
-61.9%
+1,344.9%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.3% | -1.0% | -3.0% |
| 7D | +43.3% | -4.9% | +48.2% | +44.3% |
| 30D | -37.4% | +3.0% | -40.4% | -37.3% |
| 3M | -36.8% | -13.4% | -23.4% | -35.4% |
| 6M | -36.9% | -27.3% | -9.5% | -30.5% |
| YTD | +250.7% | -57.8% | +308.4% | +437.8% |
| 1Y | +337.6% | -60.0% | +397.6% | +602.5% |
| All | +1,283.0% | -61.9% | +1,344.9% | +1,865.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling