+1,211.6%
MULL vs Z
-60.5%
+1,272.1%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +3.5% | -8.6% | -5.7% |
| 7D | +24.5% | +0.8% | +23.7% | +24.5% |
| 30D | -35.5% | +5.2% | -40.7% | -35.6% |
| 3M | -44.8% | -17.0% | -27.8% | -43.0% |
| 6M | -45.5% | -22.7% | -22.8% | -41.1% |
| YTD | +232.5% | -56.3% | +288.9% | +407.3% |
| 1Y | +343.3% | -57.7% | +400.9% | +589.6% |
| All | +1,211.6% | -60.5% | +1,272.1% | +1,754.3% |
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