-26.7%
ZTS vs MULL
+444.9%
-471.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -13.8% | +21.2% | +7.0% |
| 7D | +15.4% | -35.9% | +51.3% | +14.0% |
| 30D | +25.8% | -47.3% | +73.1% | +23.9% |
| 3M | +18.1% | -30.6% | +48.7% | +17.3% |
| 6M | -19.7% | +13.7% | -33.4% | -20.5% |
| YTD | -27.5% | +272.1% | -299.6% | -29.2% |
| 1Y | -26.7% | +475.1% | -501.8% | -28.9% |
| All | -26.7% | +444.9% | -471.6% | -28.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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