+475.1%
MULL vs VCLT
-3.2%
+478.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +1.0% | -14.8% | -16.6% |
| 7D | -35.9% | +0.4% | -36.3% | -36.7% |
| 30D | -47.3% | +3.9% | -51.3% | -54.7% |
| 3M | -30.6% | -1.9% | -28.6% | -24.9% |
| 6M | +13.7% | -2.6% | +16.3% | +33.3% |
| YTD | +272.1% | -3.1% | +275.2% | +336.0% |
| 1Y | +475.1% | -3.6% | +478.6% | +589.4% |
| All | +475.1% | -3.2% | +478.3% | +589.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 1y: compounded portfolio wealth divided by compounded VCLT 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…
1y analysis · Full analysis span regression · 6 months rolling