+1,739.5%
MULL vs XYL
-21.4%
+1,760.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.5% |
| 7D | -8.4% | +1.2% | -9.6% | -9.5% |
| 30D | +9.7% | -11.9% | +21.6% | +22.8% |
| 3M | -26.8% | -1.5% | -25.2% | -33.8% |
| 6M | +220.7% | -11.9% | +232.6% | +250.7% |
| YTD | +509.0% | -20.6% | +529.6% | +592.2% |
| 1Y | +1,739.5% | -23.5% | +1,763.0% | +2,125.6% |
| All | +1,739.5% | -21.4% | +1,760.9% | +2,125.6% |
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