+2,302.1%
MULL vs VEU
+50.9%
+2,251.3%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.2% | -6.5% |
| 7D | -8.4% | -1.4% | -7.0% | -1.5% |
| 30D | +9.7% | -0.4% | +10.1% | +13.5% |
| 3M | -26.8% | +2.5% | -29.3% | -24.0% |
| 6M | +220.7% | +11.1% | +209.6% | +163.7% |
| YTD | +509.0% | +16.5% | +492.5% | +310.0% |
| 1Y | +1,739.5% | +22.9% | +1,716.6% | +947.3% |
| All | +2,302.1% | +50.9% | +2,251.3% | +529.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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