+39.7%
XLE vs MULL
+968.6%
-928.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +9.1% | -9.1% | -0.2% |
| 7D | -12.0% | -42.7% | +30.7% | -11.1% |
| 30D | -2.7% | -63.8% | +61.0% | -0.9% |
| 3M | +6.6% | -49.0% | +55.6% | +7.5% |
| 6M | +9.5% | -38.2% | +47.7% | +6.7% |
| YTD | +40.6% | +167.0% | -126.5% | +22.2% |
| 1Y | +43.6% | +247.7% | -204.1% | +20.8% |
| All | +39.7% | +968.6% | -928.9% | -7.1% |
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