+19.1%
XLP vs MULL
+1,070.1%
-1,050.9%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.7% | +0.1% |
| 7D | +2.3% | -32.2% | +34.6% | +1.7% |
| 30D | +9.1% | -55.4% | +64.5% | +7.7% |
| 3M | +7.9% | -41.3% | +49.1% | +7.1% |
| 6M | +9.6% | -44.9% | +54.5% | +8.9% |
| YTD | +19.4% | +192.4% | -173.0% | +18.7% |
| 1Y | +22.4% | +239.4% | -217.1% | +21.7% |
| All | +19.1% | +1,070.1% | -1,050.9% | +14.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling