+18.7%
XRT vs MULL
+1,351.1%
-1,332.4%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +24.0% | -24.1% | -1.0% |
| 7D | -1.4% | -2.5% | +1.1% | -1.7% |
| 30D | +9.8% | -40.1% | +49.8% | +11.1% |
| 3M | +3.3% | -28.2% | +31.5% | +3.3% |
| 6M | +13.6% | -39.6% | +53.2% | +10.2% |
| YTD | +9.1% | +262.6% | -253.6% | -10.9% |
| 1Y | +15.1% | +366.2% | -351.1% | -9.1% |
| All | +18.7% | +1,351.1% | -1,332.4% | -24.9% |
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