+2,444.0%
MULL vs XME
+78.4%
+2,365.5%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.1% | -4.1% | -5.5% |
| 7D | +14.0% | +3.6% | +10.4% | +5.2% |
| 30D | +24.8% | +3.6% | +21.2% | +13.0% |
| 3M | -16.1% | +1.2% | -17.3% | -12.9% |
| 6M | +330.9% | +9.0% | +321.9% | +319.7% |
| YTD | +545.0% | +15.9% | +529.1% | +435.9% |
| 1Y | +2,427.1% | +43.2% | +2,383.9% | +1,152.0% |
| All | +2,444.0% | +78.4% | +2,365.5% | +517.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling