+2,302.1%
MULL vs XPO
+17.9%
+2,284.2%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.1% |
| 7D | -8.4% | -5.7% | -2.8% | -3.0% |
| 30D | +9.7% | -12.8% | +22.5% | +27.0% |
| 3M | -26.8% | -20.0% | -6.8% | -7.6% |
| 6M | +220.7% | -6.0% | +226.7% | +250.3% |
| YTD | +509.0% | +34.0% | +475.0% | +351.2% |
| 1Y | +1,739.5% | +35.6% | +1,704.0% | +1,185.8% |
| All | +2,302.1% | +17.9% | +2,284.2% | +1,590.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 XPO 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