+297.0%
MXL vs MULL
+444.9%
-147.9%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | -13.8% | +2.6% | -6.5% |
| 7D | -24.3% | -35.9% | +11.6% | -12.3% |
| 30D | -46.1% | -47.3% | +1.2% | -33.4% |
| 3M | -21.8% | -30.6% | +8.8% | -11.5% |
| 6M | -27.2% | +13.7% | -40.9% | -28.8% |
| YTD | +226.2% | +272.1% | -46.0% | +131.8% |
| 1Y | +297.0% | +475.1% | -178.1% | +149.9% |
| All | +297.0% | +444.9% | -147.9% | +149.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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