+16.2%
XEL vs MULL
+2,366.2%
-2,350.0%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -9.3% | +8.3% | -1.1% |
| 7D | -1.2% | +3.6% | -4.8% | -1.2% |
| 30D | -2.9% | +22.0% | -24.9% | -2.8% |
| 3M | -2.7% | -8.6% | +5.9% | -2.6% |
| 6M | -6.5% | +248.5% | -255.0% | -6.2% |
| YTD | +3.6% | +516.3% | -512.7% | +3.8% |
| 1Y | +7.5% | +2,036.6% | -2,029.1% | +7.3% |
| All | +16.2% | +2,366.2% | -2,350.0% | +13.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling