+16.5%
XRT vs MULL
+1,303.2%
-1,286.7%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.3% | +1.5% | -1.7% |
| 7D | -0.4% | +43.3% | -43.7% | -1.9% |
| 30D | +7.5% | -37.4% | +45.0% | +8.7% |
| 3M | +2.3% | -36.8% | +39.2% | +3.0% |
| 6M | +12.8% | -36.9% | +49.7% | +9.0% |
| YTD | +7.1% | +250.7% | -243.6% | -12.4% |
| 1Y | +12.3% | +337.6% | -325.3% | -10.9% |
| All | +16.5% | +1,303.2% | -1,286.7% | -26.2% |
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