-56.6%
ZTS vs MULL
+2,620.5%
-2,677.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.4% | -5.7% | -0.4% |
| 7D | -3.8% | +14.8% | -18.5% | -3.8% |
| 30D | -2.0% | +36.6% | -38.6% | -2.3% |
| 3M | -10.2% | -8.9% | -1.3% | -10.6% |
| 6M | -39.4% | +311.9% | -351.3% | -43.6% |
| YTD | -40.8% | +579.8% | -620.7% | -46.6% |
| 1Y | -50.1% | +2,421.5% | -2,471.7% | -58.0% |
| All | -56.6% | +2,620.5% | -2,677.1% | -65.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling