+2,330.7%
MULL vs XYL
-12.3%
+2,343.0%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -1.0% | -8.3% | -8.0% |
| 7D | +3.6% | -1.2% | +4.9% | +4.8% |
| 30D | +22.0% | -13.2% | +35.2% | +46.8% |
| 3M | -8.6% | -0.2% | -8.5% | -16.7% |
| 6M | +248.5% | -12.5% | +261.0% | +305.1% |
| YTD | +516.3% | -20.9% | +537.2% | +716.2% |
| 1Y | +2,036.6% | -21.6% | +2,058.2% | +2,836.5% |
| All | +2,330.7% | -12.3% | +2,343.0% | +2,261.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling