+49.9%
XLE vs MULL
+444.9%
-395.0%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -13.8% | +9.0% | -5.0% |
| 7D | -7.2% | -35.9% | +28.7% | -8.1% |
| 30D | +0.1% | -47.3% | +47.4% | -1.1% |
| 3M | +9.2% | -30.6% | +39.8% | +8.6% |
| 6M | +8.4% | +13.7% | -5.3% | +11.5% |
| YTD | +44.9% | +272.1% | -227.2% | +50.9% |
| 1Y | +49.9% | +475.1% | -425.2% | +55.3% |
| All | +49.9% | +444.9% | -395.0% | +55.3% |
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