+2,444.0%
MULL vs VCLT
+2.0%
+2,442.0%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.0% | -2.9% |
| 7D | +14.0% | +0.3% | +13.7% | +13.0% |
| 30D | +24.8% | -0.6% | +25.4% | +26.4% |
| 3M | -16.1% | -2.2% | -13.9% | -9.4% |
| 6M | +330.9% | -2.9% | +333.8% | +382.5% |
| YTD | +545.0% | -2.1% | +547.1% | +605.3% |
| 1Y | +2,427.1% | -2.6% | +2,429.7% | +2,704.7% |
| All | +2,444.0% | +2.0% | +2,442.0% | +2,207.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling