-50.1%
ZTS vs MULL
+1,230.7%
-1,280.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.2% | +6.2% | +1.1% |
| 7D | +5.6% | +24.5% | -19.0% | +5.5% |
| 30D | +12.1% | -35.5% | +47.6% | +12.0% |
| 3M | +11.3% | -44.8% | +56.1% | +11.2% |
| 6M | +14.3% | -45.5% | +59.8% | +12.7% |
| YTD | -31.9% | +232.5% | -264.4% | -38.5% |
| 1Y | -29.3% | +343.3% | -372.5% | -37.5% |
| All | -50.1% | +1,230.7% | -1,280.8% | -60.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling