+46.4%
XOM vs MULL
+2,366.2%
-2,319.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -9.3% | +10.0% | +0.6% |
| 7D | +1.9% | +3.6% | -1.7% | +1.9% |
| 30D | +4.1% | +22.0% | -18.0% | +4.0% |
| 3M | +10.4% | -8.6% | +19.0% | +10.1% |
| 6M | +13.0% | +248.5% | -235.5% | +9.1% |
| YTD | +40.1% | +516.3% | -476.2% | +30.7% |
| 1Y | +51.1% | +2,036.6% | -1,985.5% | +29.4% |
| All | +46.4% | +2,366.2% | -2,319.8% | +15.0% |
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 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