-5.8%
XLC vs MULL
+444.9%
-450.7%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -13.8% | +17.2% | +3.4% |
| 7D | +1.8% | -35.9% | +37.7% | +1.5% |
| 30D | -6.0% | -47.3% | +41.4% | -6.3% |
| 3M | -6.0% | -30.6% | +24.6% | -6.1% |
| 6M | -9.1% | +13.7% | -22.8% | -11.1% |
| YTD | -10.0% | +272.1% | -282.1% | -14.8% |
| 1Y | -5.8% | +475.1% | -480.9% | -12.6% |
| All | -5.8% | +444.9% | -450.7% | -12.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling