+44.7%
XOP vs MULL
+2,366.2%
-2,321.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -9.3% | +9.6% | +0.6% |
| 7D | +1.6% | +3.6% | -2.0% | +1.4% |
| 30D | +9.6% | +22.0% | -12.4% | +8.4% |
| 3M | +16.9% | -8.6% | +25.6% | +14.5% |
| 6M | +24.0% | +248.5% | -224.5% | +6.5% |
| YTD | +56.2% | +516.3% | -460.1% | +22.3% |
| 1Y | +51.8% | +2,036.6% | -1,984.9% | -3.9% |
| All | +44.7% | +2,366.2% | -2,321.5% | -22.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling