+2,330.7%
MULL vs ZBRA
-14.4%
+2,345.1%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.2% | -9.1% | -9.1% |
| 7D | +3.6% | -3.8% | +7.4% | +7.5% |
| 30D | +22.0% | -10.2% | +32.2% | +35.0% |
| 3M | -8.6% | +58.7% | -67.3% | -46.1% |
| 6M | +248.5% | +61.9% | +186.6% | +91.7% |
| YTD | +516.3% | +41.7% | +474.6% | +275.6% |
| 1Y | +2,036.6% | +12.4% | +2,024.3% | +1,704.1% |
| All | +2,330.7% | -14.4% | +2,345.1% | +2,913.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling