+2,302.1%
MULL vs VCLT
+0.7%
+2,301.5%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.3% |
| 7D | -8.4% | -1.4% | -7.1% | -4.3% |
| 30D | +9.7% | -1.2% | +10.9% | +13.3% |
| 3M | -26.8% | -4.8% | -22.0% | -14.7% |
| 6M | +220.7% | -2.6% | +223.3% | +261.2% |
| YTD | +509.0% | -3.3% | +512.4% | +595.0% |
| 1Y | +1,739.5% | -4.8% | +1,744.3% | +2,084.6% |
| All | +2,302.1% | +0.7% | +2,301.5% | +2,173.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling