+24.3%
XLP vs MULL
+444.9%
-420.6%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -13.8% | +17.1% | +2.9% |
| 7D | +5.9% | -35.9% | +41.8% | +4.4% |
| 30D | +13.5% | -47.3% | +60.8% | +11.4% |
| 3M | +8.4% | -30.6% | +39.0% | +7.6% |
| 6M | +11.5% | +13.7% | -2.2% | +12.1% |
| YTD | +20.6% | +272.1% | -251.5% | +23.7% |
| 1Y | +24.3% | +475.1% | -450.8% | +29.4% |
| All | +24.3% | +444.9% | -420.6% | +29.4% |
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