+2,444.0%
MULL vs XHB
-13.9%
+2,457.8%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.4% | -0.6% | +0.7% |
| 7D | +14.0% | +0.2% | +13.8% | +13.9% |
| 30D | +24.8% | -9.1% | +33.9% | +43.9% |
| 3M | -16.1% | -2.3% | -13.8% | -11.2% |
| 6M | +330.9% | -4.1% | +335.0% | +373.7% |
| YTD | +545.0% | -1.7% | +546.7% | +560.3% |
| 1Y | +2,427.1% | -15.1% | +2,442.2% | +3,168.8% |
| All | +2,444.0% | -13.9% | +2,457.8% | +2,813.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling