+40.4%
XLE vs MULL
+1,100.2%
-1,059.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +12.3% | -11.8% | +0.2% |
| 7D | -7.9% | -27.1% | +19.2% | -7.4% |
| 30D | -4.8% | -54.2% | +49.4% | -3.5% |
| 3M | +8.4% | -42.0% | +50.3% | +9.0% |
| 6M | +12.7% | -43.5% | +56.2% | +10.7% |
| YTD | +41.3% | +199.9% | -158.6% | +22.5% |
| 1Y | +42.3% | +292.8% | -250.5% | +19.3% |
| All | +40.4% | +1,100.2% | -1,059.8% | -6.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling