+19.2%
XLP vs MULL
+1,303.2%
-1,284.0%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.3% | +2.9% | -0.5% |
| 7D | -0.2% | +43.3% | -43.5% | +0.6% |
| 30D | +8.2% | -37.4% | +45.6% | +7.5% |
| 3M | +7.7% | -36.8% | +44.6% | +7.3% |
| 6M | +9.3% | -36.9% | +46.2% | +9.1% |
| YTD | +19.5% | +250.7% | -231.2% | +19.3% |
| 1Y | +21.0% | +337.6% | -316.6% | +20.9% |
| All | +19.2% | +1,303.2% | -1,284.0% | +14.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling