+2,802.6%
MULL vs ZYBT
-83.2%
+2,885.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | -1.2% | +13.0% | +11.8% |
| 7D | +17.3% | -6.9% | +24.2% | +17.3% |
| 30D | +23.5% | -31.8% | +55.3% | +23.6% |
| 3M | -24.0% | +94.0% | -118.0% | -25.2% |
| 6M | +276.7% | +99.0% | +177.7% | +262.8% |
| YTD | +565.1% | +40.0% | +525.1% | +567.8% |
| 1Y | +2,802.6% | -79.5% | +2,882.1% | +3,495.1% |
| All | +2,802.6% | -83.2% | +2,885.8% | +3,495.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 ZYBT 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