-3.1%
XYZ vs MULL
+1,230.7%
-1,233.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -5.2% | +8.0% | +3.2% |
| 7D | -1.1% | +24.5% | -25.6% | -3.1% |
| 30D | +11.5% | -35.5% | +47.0% | +13.9% |
| 3M | +1.8% | -44.8% | +46.6% | +4.6% |
| 6M | +21.2% | -45.5% | +66.7% | +16.0% |
| YTD | +29.9% | +232.5% | -202.6% | -7.7% |
| 1Y | +35.8% | +343.3% | -307.5% | -9.7% |
| All | -3.1% | +1,230.7% | -1,233.7% | -54.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling