+2,444.0%
MULL vs VEU
+52.4%
+2,391.5%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.6% | -0.9% |
| 7D | +14.0% | +1.7% | +12.3% | +4.9% |
| 30D | +24.8% | +1.0% | +23.8% | +20.7% |
| 3M | -16.1% | +5.6% | -21.7% | -22.9% |
| 6M | +330.9% | +13.7% | +317.2% | +219.0% |
| YTD | +545.0% | +17.7% | +527.3% | +312.4% |
| 1Y | +2,427.1% | +25.8% | +2,401.4% | +1,201.0% |
| All | +2,444.0% | +52.4% | +2,391.5% | +533.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling