+2,523.1%
MULL vs XPO
+25.0%
+2,498.1%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +4.5% | +7.3% | +7.3% |
| 7D | +17.3% | +2.4% | +14.9% | +15.0% |
| 30D | +23.5% | -3.5% | +27.0% | +29.6% |
| 3M | -24.0% | -11.9% | -12.1% | -11.5% |
| 6M | +276.7% | -10.0% | +286.7% | +327.8% |
| YTD | +565.1% | +42.1% | +523.0% | +365.3% |
| 1Y | +2,802.6% | +47.6% | +2,755.0% | +1,756.6% |
| All | +2,523.1% | +25.0% | +2,498.1% | +1,643.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling