+2,302.1%
MULL vs XME
+69.0%
+2,233.1%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | +1.0% |
| 7D | -8.4% | -4.2% | -4.2% | +0.8% |
| 30D | +9.7% | -2.7% | +12.4% | +15.1% |
| 3M | -26.8% | -3.9% | -22.8% | -15.8% |
| 6M | +220.7% | -1.0% | +221.7% | +282.4% |
| YTD | +509.0% | +9.8% | +499.2% | +471.9% |
| 1Y | +1,739.5% | +32.5% | +1,707.0% | +985.9% |
| All | +2,302.1% | +69.0% | +2,233.1% | +558.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling