+14.9%
XLB vs MULL
+2,620.5%
-2,605.6%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.4% | -6.5% | -1.3% |
| 7D | -2.9% | +14.8% | -17.7% | -3.6% |
| 30D | -3.4% | +36.6% | -39.9% | -5.0% |
| 3M | +1.6% | -8.9% | +10.5% | -0.4% |
| 6M | +3.6% | +311.9% | -308.3% | -9.8% |
| YTD | +14.2% | +579.8% | -565.6% | -5.6% |
| 1Y | +15.6% | +2,421.5% | -2,406.0% | -16.6% |
| All | +14.9% | +2,620.5% | -2,605.6% | -24.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling