+3.6%
XLY vs MULL
+444.9%
-441.3%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -13.8% | +18.0% | +4.5% |
| 7D | +6.1% | -35.9% | +42.0% | +7.0% |
| 30D | +10.8% | -47.3% | +58.1% | +12.1% |
| 3M | +3.6% | -30.6% | +34.2% | +4.0% |
| 6M | +4.4% | +13.7% | -9.3% | -0.8% |
| YTD | +3.1% | +272.1% | -269.0% | -8.8% |
| 1Y | +3.6% | +475.1% | -471.5% | -12.0% |
| All | +3.6% | +444.9% | -441.3% | -12.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling