+2,330.7%
MULL vs Z
-58.6%
+2,389.3%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.8% | -6.6% | -8.9% |
| 7D | +3.6% | -11.6% | +15.2% | +5.7% |
| 30D | +22.0% | -8.5% | +30.5% | +23.1% |
| 3M | -8.6% | -7.9% | -0.7% | -9.3% |
| 6M | +248.5% | -29.1% | +277.6% | +294.8% |
| YTD | +516.3% | -54.2% | +570.5% | +827.9% |
| 1Y | +2,036.6% | -63.5% | +2,100.2% | +3,911.8% |
| All | +2,330.7% | -58.6% | +2,389.3% | +3,291.6% |
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