+311.9%
MULL vs ITOT
+15.2%
+296.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.5% | +5.9% | +9.1% |
| 7D | +14.8% | -0.4% | +15.1% | +16.7% |
| 30D | +36.6% | -1.6% | +38.1% | +51.5% |
| 3M | -8.9% | +3.5% | -12.4% | -21.7% |
| 6M | +311.9% | +13.1% | +298.8% | +168.9% |
| All | +311.9% | +15.2% | +296.7% | +168.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 6mo: compounded portfolio wealth divided by compounded ITOT 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…
6mo analysis · Full analysis span regression · 6 months rolling