+2,302.1%
MULL vs ZBRA
-12.8%
+2,315.0%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.8% | -3.0% | -2.9% |
| 7D | -8.4% | -3.4% | -5.0% | -5.5% |
| 30D | +9.7% | -7.4% | +17.1% | +18.0% |
| 3M | -26.8% | +57.5% | -84.3% | -56.5% |
| 6M | +220.7% | +64.0% | +156.7% | +74.4% |
| YTD | +509.0% | +44.3% | +464.8% | +264.7% |
| 1Y | +1,739.5% | +10.9% | +1,728.6% | +1,495.5% |
| All | +2,302.1% | -12.8% | +2,315.0% | +2,825.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling