+2,302.1%
MULL vs ITOT
+29.1%
+2,273.0%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -5.4% |
| 7D | -8.4% | -0.9% | -7.5% | -4.2% |
| 30D | +9.7% | -1.5% | +11.1% | +17.8% |
| 3M | -26.8% | +3.6% | -30.3% | -33.7% |
| 6M | +220.7% | +13.7% | +207.0% | +112.4% |
| YTD | +509.0% | +12.9% | +496.1% | +329.4% |
| 1Y | +1,739.5% | +17.2% | +1,722.3% | +1,094.7% |
| All | +2,302.1% | +29.1% | +2,273.0% | +1,292.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling