+20.8%
XLP vs MULL
+1,230.7%
-1,209.8%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -5.2% | +6.6% | +1.3% |
| 7D | +2.5% | +24.5% | -22.0% | +3.1% |
| 30D | +7.3% | -35.5% | +42.8% | +6.7% |
| 3M | +8.1% | -44.8% | +52.9% | +7.4% |
| 6M | +10.5% | -45.5% | +55.9% | +10.2% |
| YTD | +21.2% | +232.5% | -211.4% | +20.8% |
| 1Y | +22.7% | +343.3% | -320.5% | +22.4% |
| All | +20.8% | +1,230.7% | -1,209.8% | +16.3% |
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