+1,211.6%
MULL vs VIG
+28.4%
+1,183.1%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | 0.0% | -5.2% | -5.2% |
| 7D | +24.5% | +3.5% | +21.0% | +7.9% |
| 30D | -35.5% | +4.9% | -40.4% | -46.5% |
| 3M | -44.8% | +2.5% | -47.3% | -49.9% |
| 6M | -45.5% | +11.0% | -56.5% | -64.6% |
| YTD | +232.5% | +16.0% | +216.6% | +81.1% |
| 1Y | +343.3% | +17.5% | +325.7% | +132.6% |
| All | +1,211.6% | +28.4% | +1,183.1% | +462.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling