+475.1%
MULL vs XYL
-30.7%
+505.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +5.0% | -18.7% | -13.9% |
| 7D | -35.9% | +14.5% | -50.4% | -37.1% |
| 30D | -47.3% | -1.3% | -46.0% | -47.4% |
| 3M | -30.6% | -17.0% | -13.6% | -20.9% |
| 6M | +13.7% | -11.3% | +25.0% | +12.9% |
| YTD | +272.1% | -25.0% | +297.1% | +316.2% |
| 1Y | +475.1% | -31.5% | +506.6% | +709.9% |
| All | +475.1% | -30.7% | +505.8% | +709.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 1y: compounded portfolio wealth divided by compounded XYL 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…
1y analysis · Full analysis span regression · 6 months rolling