+2,036.6%
MULL vs Z
-64.6%
+2,101.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.8% | -6.6% | -10.5% |
| 7D | +3.6% | -11.6% | +15.2% | -1.7% |
| 30D | +22.0% | -8.5% | +30.5% | +18.0% |
| 3M | -8.6% | -7.9% | -0.7% | -5.2% |
| 6M | +248.5% | -29.1% | +277.6% | +259.7% |
| YTD | +516.3% | -54.2% | +570.5% | +548.0% |
| 1Y | +2,036.6% | -63.5% | +2,100.2% | +2,241.9% |
| All | +2,036.6% | -64.6% | +2,101.2% | +2,241.9% |
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