+56.1%
XBI vs MULL
+2,337.2%
-2,281.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.3% |
| 7D | -4.6% | -8.4% | +3.8% | -4.1% |
| 30D | -2.0% | +9.7% | -11.7% | -3.0% |
| 3M | +17.8% | -26.8% | +44.5% | +16.7% |
| 6M | +23.7% | +220.7% | -197.0% | +5.6% |
| YTD | +28.2% | +509.0% | -480.8% | +2.2% |
| 1Y | +64.0% | +1,739.5% | -1,675.6% | +14.7% |
| All | +56.1% | +2,337.2% | -2,281.0% | -3.2% |
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