+2,330.7%
MULL vs VIG
+20.7%
+2,310.0%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.5% | -8.9% | -7.2% |
| 7D | +3.6% | -2.2% | +5.8% | +14.9% |
| 30D | +22.0% | -3.2% | +25.2% | +40.4% |
| 3M | -8.6% | +3.0% | -11.7% | -20.0% |
| 6M | +248.5% | +8.1% | +240.4% | +151.0% |
| YTD | +516.3% | +9.1% | +507.2% | +333.2% |
| 1Y | +2,036.6% | +12.6% | +2,024.1% | +1,259.3% |
| All | +2,330.7% | +20.7% | +2,310.0% | +1,245.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling