-45.5%
MULL vs XYL
-14.7%
-30.7%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.2% | -5.3% | -5.0% |
| 7D | +24.5% | -3.7% | +28.3% | +21.3% |
| 30D | -35.5% | -8.3% | -27.2% | -35.9% |
| 3M | -44.8% | -21.4% | -23.4% | -45.7% |
| 6M | -45.5% | -12.9% | -32.5% | -65.1% |
| All | -45.5% | -14.7% | -30.7% | -65.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling