+23.9%
XLI vs MULL
+2,620.5%
-2,596.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +5.4% | -6.9% | -1.8% |
| 7D | -0.6% | +14.8% | -15.3% | -1.5% |
| 30D | -6.9% | +36.6% | -43.5% | -9.0% |
| 3M | -1.9% | -8.9% | +7.0% | -4.0% |
| 6M | +1.0% | +311.9% | -310.9% | -14.2% |
| YTD | +11.3% | +579.8% | -568.5% | -10.7% |
| 1Y | +15.8% | +2,421.5% | -2,405.7% | -19.6% |
| All | +23.9% | +2,620.5% | -2,596.5% | -22.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling