+13.9%
XLU vs MULL
+2,366.2%
-2,352.3%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -9.3% | +8.4% | -0.8% |
| 7D | -1.2% | +3.6% | -4.8% | -1.3% |
| 30D | -2.5% | +22.0% | -24.6% | -3.0% |
| 3M | -2.7% | -8.6% | +5.9% | -3.5% |
| 6M | -7.5% | +248.5% | -256.0% | -12.8% |
| YTD | +0.9% | +516.3% | -515.4% | -7.6% |
| 1Y | +3.3% | +2,036.6% | -2,033.3% | -11.5% |
| All | +13.9% | +2,366.2% | -2,352.3% | -7.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling