+15.8%
XLV vs MULL
+2,337.2%
-2,321.4%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | -0.2% |
| 7D | -3.6% | -8.4% | +4.9% | -3.5% |
| 30D | -1.8% | +9.7% | -11.5% | -2.0% |
| 3M | +7.8% | -26.8% | +34.5% | +7.5% |
| 6M | +9.1% | +220.7% | -211.6% | +2.4% |
| YTD | +7.7% | +509.0% | -501.3% | -2.0% |
| 1Y | +20.4% | +1,739.5% | -1,719.1% | +3.1% |
| All | +15.8% | +2,337.2% | -2,321.4% | -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