+52.6%
XOM vs MULL
+444.9%
-392.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -13.8% | +9.1% | -5.0% |
| 7D | -7.0% | -35.9% | +28.9% | -8.3% |
| 30D | +3.2% | -47.3% | +50.6% | +1.3% |
| 3M | +10.7% | -30.6% | +41.2% | +9.8% |
| 6M | +11.6% | +13.7% | -2.1% | +16.0% |
| YTD | +43.5% | +272.1% | -228.6% | +54.1% |
| 1Y | +52.6% | +475.1% | -422.5% | +65.2% |
| All | +52.6% | +444.9% | -392.3% | +65.2% |
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 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