+17.9%
XLP vs MULL
+968.6%
-950.7%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +9.1% | -10.4% | -1.1% |
| 7D | +0.7% | -42.7% | +43.4% | -0.2% |
| 30D | +10.3% | -63.8% | +74.0% | +8.4% |
| 3M | +6.5% | -49.0% | +55.6% | +5.5% |
| 6M | +8.4% | -38.2% | +46.6% | +7.5% |
| YTD | +18.2% | +167.0% | -148.8% | +17.3% |
| 1Y | +22.4% | +247.7% | -225.3% | +21.5% |
| All | +17.9% | +968.6% | -950.7% | +12.9% |
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 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