-1.8%
XYZ vs MULL
+1,351.1%
-1,352.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +24.0% | -23.9% | -1.8% |
| 7D | -2.2% | -2.5% | +0.4% | -2.8% |
| 30D | +11.6% | -40.1% | +51.7% | +14.8% |
| 3M | +8.4% | -28.2% | +36.6% | +8.8% |
| 6M | +17.2% | -39.6% | +56.7% | +11.0% |
| YTD | +31.7% | +262.6% | -230.9% | -7.1% |
| 1Y | +30.1% | +366.2% | -336.1% | -13.6% |
| All | -1.8% | +1,351.1% | -1,352.9% | -54.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling