+45.9%
XLE vs MULL
+2,481.0%
-2,435.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.0% | +4.1% | +1.2% |
| 7D | 0.0% | +14.0% | -14.0% | -0.3% |
| 30D | +12.6% | +24.8% | -12.2% | +11.9% |
| 3M | +11.8% | -16.1% | +27.9% | +10.9% |
| 6M | +16.1% | +330.9% | -314.8% | +4.4% |
| YTD | +46.9% | +545.0% | -498.1% | +25.9% |
| 1Y | +53.3% | +2,427.1% | -2,373.9% | +12.2% |
| All | +45.9% | +2,481.0% | -2,435.1% | -4.3% |
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 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