+17.4%
XEL vs MULL
+2,620.5%
-2,603.1%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.4% | -6.3% | -0.9% |
| 7D | +0.9% | +14.8% | -13.9% | +1.0% |
| 30D | -0.9% | +36.6% | -37.4% | -0.7% |
| 3M | -1.4% | -8.9% | +7.5% | -1.3% |
| 6M | -5.8% | +311.9% | -317.7% | -5.4% |
| YTD | +4.7% | +579.8% | -575.1% | +5.0% |
| 1Y | +9.1% | +2,421.5% | -2,412.5% | +8.9% |
| All | +17.4% | +2,620.5% | -2,603.1% | +15.2% |
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