+357.8%
MXL vs MULL
+2,620.5%
-2,262.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +5.4% | +2.1% | +5.8% |
| 7D | +19.0% | +14.8% | +4.2% | +13.8% |
| 30D | +4.5% | +36.6% | -32.1% | -5.4% |
| 3M | -1.5% | -8.9% | +7.4% | -2.8% |
| 6M | +348.6% | +311.9% | +36.7% | +158.8% |
| YTD | +310.3% | +579.8% | -269.6% | +91.9% |
| 1Y | +344.7% | +2,421.5% | -2,076.8% | +24.4% |
| All | +357.8% | +2,620.5% | -2,262.7% | +7.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling