+2,802.6%
MULL vs VIG
+16.9%
+2,785.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | -0.5% | +12.3% | +14.1% |
| 7D | +17.3% | -0.4% | +17.7% | +19.5% |
| 30D | +23.5% | -1.0% | +24.5% | +27.6% |
| 3M | -24.0% | +2.8% | -26.8% | -32.6% |
| 6M | +276.7% | +8.2% | +268.5% | +167.7% |
| YTD | +565.1% | +11.0% | +554.0% | +304.4% |
| 1Y | +2,802.6% | +16.1% | +2,786.4% | +1,275.2% |
| All | +2,802.6% | +16.9% | +2,785.7% | +1,275.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 1y: compounded portfolio wealth divided by compounded VIG 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…
1y analysis · Full analysis span regression · 6 months rolling