+17.6%
XLB vs MULL
+1,303.2%
-1,285.6%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.3% | +2.0% | -1.1% |
| 7D | 0.0% | +43.3% | -43.3% | -1.7% |
| 30D | +5.3% | -37.4% | +42.7% | +6.6% |
| 3M | 0.0% | -36.8% | +36.8% | +0.8% |
| 6M | +1.2% | -36.9% | +38.1% | -1.6% |
| YTD | +16.9% | +250.7% | -233.8% | -1.5% |
| 1Y | +20.9% | +337.6% | -316.7% | -0.7% |
| All | +17.6% | +1,303.2% | -1,285.6% | -21.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling