+2,444.0%
MULL vs VIG
+22.0%
+2,422.0%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.8% | -2.2% | +0.7% |
| 7D | +14.0% | -0.4% | +14.4% | +15.9% |
| 30D | +24.8% | -2.1% | +26.9% | +35.9% |
| 3M | -16.1% | +3.3% | -19.4% | -27.4% |
| 6M | +330.9% | +9.3% | +321.6% | +195.4% |
| YTD | +545.0% | +10.1% | +534.9% | +332.7% |
| 1Y | +2,427.1% | +14.7% | +2,412.4% | +1,376.2% |
| All | +2,444.0% | +22.0% | +2,422.0% | +1,243.4% |
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