-55.1%
ZTS vs MULL
+2,561.4%
-2,616.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +11.8% | -12.4% | -0.7% |
| 7D | -2.0% | +17.3% | -19.3% | -2.1% |
| 30D | +1.9% | +23.5% | -21.6% | +1.7% |
| 3M | -4.0% | -24.0% | +20.0% | -4.2% |
| 6M | -39.1% | +276.7% | -315.9% | -43.2% |
| YTD | -38.8% | +565.1% | -603.9% | -44.8% |
| 1Y | -49.6% | +2,802.6% | -2,852.2% | -57.9% |
| All | -55.1% | +2,561.4% | -2,616.5% | -64.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling