+475.1%
MULL vs ZBRA
+25.3%
+449.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +0.9% | -14.7% | -14.2% |
| 7D | -35.9% | -13.6% | -22.3% | -31.1% |
| 30D | -47.3% | -11.5% | -35.8% | -43.8% |
| 3M | -30.6% | -9.9% | -20.7% | -26.6% |
| 6M | +13.7% | +48.6% | -34.9% | -6.5% |
| YTD | +272.1% | +36.9% | +235.2% | +199.8% |
| 1Y | +475.1% | +27.7% | +447.4% | +435.8% |
| All | +475.1% | +25.3% | +449.8% | +435.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 ZBRA 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