+2,581.4%
MULL vs XHB
-15.2%
+2,596.6%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.5% | +6.9% | +7.7% |
| 7D | +14.8% | -1.9% | +16.7% | +18.2% |
| 30D | +36.6% | -8.3% | +44.9% | +55.1% |
| 3M | -8.9% | -7.1% | -1.7% | +4.2% |
| 6M | +311.9% | -5.3% | +317.2% | +360.7% |
| YTD | +579.8% | -3.2% | +583.0% | +611.1% |
| 1Y | +2,421.5% | -13.9% | +2,435.4% | +3,085.1% |
| All | +2,581.4% | -15.2% | +2,596.6% | +3,037.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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