+2,581.4%
MULL vs ZCMD
-99.9%
+2,681.3%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +4.0% | +1.4% | +5.4% |
| 7D | +14.8% | -4.1% | +18.9% | +14.8% |
| 30D | +36.6% | -22.7% | +59.3% | +36.9% |
| 3M | -8.9% | -62.5% | +53.6% | -8.7% |
| 6M | +311.9% | -99.5% | +411.4% | +276.5% |
| YTD | +579.8% | -99.7% | +679.6% | +522.1% |
| 1Y | +2,421.5% | -99.9% | +2,521.4% | +2,204.6% |
| All | +2,581.4% | -99.9% | +2,681.3% | +2,566.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling