+276.7%
MULL vs Z
-23.1%
+299.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | -2.1% | +13.9% | +10.2% |
| 7D | +17.3% | -3.0% | +20.3% | +14.4% |
| 30D | +23.5% | -4.2% | +27.7% | +19.9% |
| 3M | -24.0% | -3.7% | -20.3% | -8.4% |
| 6M | +276.7% | -24.5% | +301.3% | +385.8% |
| All | +276.7% | -23.1% | +299.9% | +385.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling