-8.2%
XYZ vs MULL
+2,481.0%
-2,489.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.0% | -0.2% | -2.9% |
| 7D | +2.9% | +14.0% | -11.1% | +1.6% |
| 30D | +1.4% | +24.8% | -23.4% | -1.0% |
| 3M | +14.6% | -16.1% | +30.7% | +10.8% |
| 6M | +20.8% | +330.9% | -310.1% | -9.4% |
| YTD | +23.1% | +545.0% | -521.9% | -15.8% |
| 1Y | +5.6% | +2,427.1% | -2,421.5% | -45.9% |
| All | -8.2% | +2,481.0% | -2,489.2% | -58.8% |
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 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