+42.3%
XOM vs MULL
+2,481.0%
-2,438.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.0% | +3.8% | +0.7% |
| 7D | -2.4% | +14.0% | -16.4% | -2.4% |
| 30D | +5.7% | +24.8% | -19.2% | +5.6% |
| 3M | +6.6% | -16.1% | +22.7% | +6.4% |
| 6M | +7.7% | +330.9% | -323.2% | +3.3% |
| YTD | +36.2% | +545.0% | -508.8% | +27.1% |
| 1Y | +50.5% | +2,427.1% | -2,376.6% | +27.8% |
| All | +42.3% | +2,481.0% | -2,438.7% | +11.8% |
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