+2,669.5%
MULL vs ZYBT
-58.9%
+2,728.4%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.3% | -1.2% |
| 7D | -8.4% | -3.7% | -4.7% | -8.4% |
| 30D | +9.7% | 0.0% | +9.7% | +9.7% |
| 3M | -26.8% | +72.2% | -99.0% | -28.8% |
| 6M | +220.7% | +103.1% | +117.6% | +206.2% |
| YTD | +509.0% | +34.8% | +474.3% | +491.3% |
| 1Y | +1,739.5% | -83.2% | +1,822.7% | +1,813.2% |
| All | +2,669.5% | -58.9% | +2,728.4% | +2,599.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling