+16.1%
XLB vs MULL
+2,481.0%
-2,464.9%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.0% | +2.1% | -0.8% |
| 7D | -0.2% | +14.0% | -14.2% | -0.9% |
| 30D | -1.7% | +24.8% | -26.6% | -3.0% |
| 3M | +4.4% | -16.1% | +20.5% | +2.8% |
| 6M | +5.0% | +330.9% | -325.9% | -9.0% |
| YTD | +15.5% | +545.0% | -529.5% | -4.3% |
| 1Y | +14.9% | +2,427.1% | -2,412.2% | -17.3% |
| All | +16.1% | +2,481.0% | -2,464.9% | -23.7% |
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