+2,444.0%
MULL vs XYL
-10.4%
+2,454.4%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.0% | -6.0% | -7.0% |
| 7D | +14.0% | +1.8% | +12.2% | +10.6% |
| 30D | +24.8% | -9.2% | +34.0% | +41.0% |
| 3M | -16.1% | -0.3% | -15.8% | -22.6% |
| 6M | +330.9% | -11.0% | +341.9% | +389.5% |
| YTD | +545.0% | -19.2% | +564.2% | +730.1% |
| 1Y | +2,427.1% | -21.2% | +2,448.3% | +3,373.6% |
| All | +2,444.0% | -10.4% | +2,454.4% | +2,301.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling