+16.4%
XLC vs MULL
+2,620.5%
-2,604.0%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.4% | -6.0% | -0.8% |
| 7D | -1.4% | +14.8% | -16.2% | -1.8% |
| 30D | -0.9% | +36.6% | -37.5% | -1.9% |
| 3M | -0.3% | -8.9% | +8.6% | -1.7% |
| 6M | -5.2% | +311.9% | -317.1% | -15.9% |
| YTD | -5.3% | +579.8% | -585.1% | -19.9% |
| 1Y | -2.8% | +2,421.5% | -2,424.4% | -28.0% |
| All | +16.4% | +2,620.5% | -2,604.0% | -22.0% |
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