+44.3%
XOP vs MULL
+2,620.5%
-2,576.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.4% | -4.8% | +0.3% |
| 7D | +1.0% | +14.8% | -13.8% | +0.3% |
| 30D | +10.8% | +36.6% | -25.7% | +9.2% |
| 3M | +19.5% | -8.9% | +28.3% | +17.2% |
| 6M | +21.6% | +311.9% | -290.3% | +3.2% |
| YTD | +55.8% | +579.8% | -524.0% | +21.6% |
| 1Y | +54.6% | +2,421.5% | -2,366.9% | -3.5% |
| All | +44.3% | +2,620.5% | -2,576.1% | -22.6% |
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