+2,330.7%
MULL vs ZCMD
-99.9%
+2,430.6%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -1.7% | -7.6% | -9.3% |
| 7D | +3.6% | -2.0% | +5.6% | +3.6% |
| 30D | +22.0% | -19.8% | +41.8% | +22.3% |
| 3M | -8.6% | -62.1% | +53.4% | -8.4% |
| 6M | +248.5% | -99.5% | +348.0% | +219.0% |
| YTD | +516.3% | -99.7% | +616.0% | +464.0% |
| 1Y | +2,036.6% | -99.9% | +2,136.5% | +1,856.4% |
| All | +2,330.7% | -99.9% | +2,430.6% | +2,317.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 ZCMD 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