+21.3%
XLP vs MULL
+338.1%
-316.8%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +24.0% | -23.6% | +1.3% |
| 7D | -0.5% | -2.5% | +2.0% | -0.3% |
| 30D | +8.3% | -40.1% | +48.4% | +7.1% |
| 3M | +8.7% | -28.2% | +36.9% | +8.3% |
| 6M | +11.2% | -39.6% | +50.8% | +11.3% |
| YTD | +20.0% | +262.6% | -242.6% | +22.5% |
| 1Y | +21.3% | +366.2% | -344.8% | +24.9% |
| All | +21.3% | +338.1% | -316.8% | +24.9% |
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