+2,802.6%
MULL vs XYL
-23.4%
+2,826.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | -2.0% | +13.8% | +13.7% |
| 7D | +17.3% | -5.0% | +22.4% | +22.8% |
| 30D | +23.5% | -13.2% | +36.7% | +40.5% |
| 3M | -24.0% | -3.7% | -20.3% | -28.9% |
| 6M | +276.7% | -17.7% | +294.4% | +348.0% |
| YTD | +565.1% | -21.5% | +586.6% | +678.0% |
| 1Y | +2,802.6% | -24.5% | +2,827.1% | +3,743.5% |
| All | +2,802.6% | -23.4% | +2,826.0% | +3,743.5% |
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