+2,581.4%
MULL vs XPO
+19.3%
+2,562.1%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -3.1% | +8.5% | +8.5% |
| 7D | +14.8% | -0.9% | +15.7% | +15.9% |
| 30D | +36.6% | -8.1% | +44.7% | +50.3% |
| 3M | -8.9% | -19.0% | +10.2% | +14.5% |
| 6M | +311.9% | -5.2% | +317.1% | +345.3% |
| YTD | +579.8% | +35.6% | +544.3% | +397.5% |
| 1Y | +2,421.5% | +41.1% | +2,380.4% | +1,585.7% |
| All | +2,581.4% | +19.3% | +2,562.1% | +1,764.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling