+2,330.7%
MULL vs VCLT
+0.6%
+2,330.1%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -1.2% | -8.2% | -5.8% |
| 7D | +3.6% | -1.3% | +4.9% | +8.1% |
| 30D | +22.0% | -1.1% | +23.1% | +25.8% |
| 3M | -8.6% | -3.7% | -5.0% | +3.4% |
| 6M | +248.5% | -4.0% | +252.5% | +306.2% |
| YTD | +516.3% | -3.4% | +519.7% | +604.2% |
| 1Y | +2,036.6% | -4.1% | +2,040.8% | +2,393.6% |
| All | +2,330.7% | +0.6% | +2,330.1% | +2,203.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling