+2,302.1%
MULL vs XYL
-11.9%
+2,314.1%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.7% |
| 7D | -8.4% | +1.2% | -9.6% | -10.1% |
| 30D | +9.7% | -11.9% | +21.6% | +29.6% |
| 3M | -26.8% | -1.5% | -25.2% | -31.8% |
| 6M | +220.7% | -11.9% | +232.6% | +269.2% |
| YTD | +509.0% | -20.6% | +529.6% | +702.3% |
| 1Y | +1,739.5% | -23.5% | +1,763.0% | +2,545.9% |
| All | +2,302.1% | -11.9% | +2,314.1% | +2,221.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling