+475.1%
MULL vs XME
+5.2%
+469.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | -1.0% | -12.7% | -11.5% |
| 7D | -35.9% | -5.5% | -30.5% | -26.9% |
| 30D | -47.3% | -11.1% | -36.2% | -30.9% |
| 3M | -30.6% | -11.1% | -19.4% | -13.1% |
| 6M | +13.7% | -18.0% | +31.7% | +102.2% |
| YTD | +272.1% | -7.4% | +279.5% | +406.7% |
| 1Y | +475.1% | +6.7% | +468.4% | +473.8% |
| All | +475.1% | +5.2% | +469.9% | +473.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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