+2,444.0%
MULL vs Z
-57.1%
+2,501.1%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -6.4% | +3.4% | -2.0% |
| 7D | +14.0% | -3.3% | +17.2% | +14.5% |
| 30D | +24.8% | -3.7% | +28.5% | +24.7% |
| 3M | -16.1% | -7.0% | -9.1% | -16.0% |
| 6M | +330.9% | -29.5% | +360.4% | +396.2% |
| YTD | +545.0% | -52.6% | +597.6% | +865.2% |
| 1Y | +2,427.1% | -64.0% | +2,491.1% | +4,905.7% |
| All | +2,444.0% | -57.1% | +2,501.1% | +3,427.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling