+46.0%
XOM vs MULL
+3,061.6%
-3,015.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +11.8% | -13.5% | -1.3% |
| 7D | +1.8% | +17.3% | -15.5% | +2.3% |
| 30D | +5.9% | +23.5% | -17.6% | +6.7% |
| 3M | +5.6% | -24.0% | +29.6% | +6.5% |
| 6M | +7.9% | +276.7% | -268.9% | +16.6% |
| YTD | +35.2% | +565.1% | -529.9% | +47.1% |
| 1Y | +46.0% | +2,802.6% | -2,756.6% | +72.1% |
| All | +46.0% | +3,061.6% | -3,015.6% | +72.1% |
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