+2,802.6%
MULL vs VIK
+37.7%
+2,764.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +0.3% | +11.5% | +11.6% |
| 7D | +17.3% | -3.0% | +20.3% | +20.7% |
| 30D | +23.5% | -20.7% | +44.2% | +53.2% |
| 3M | -24.0% | -4.6% | -19.3% | -18.2% |
| 6M | +276.7% | +14.0% | +262.8% | +249.1% |
| YTD | +565.1% | +20.2% | +544.9% | +498.9% |
| 1Y | +2,802.6% | +36.0% | +2,766.6% | +2,434.5% |
| All | +2,802.6% | +37.7% | +2,764.9% | +2,434.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VIK.
Daily Out/Under-Performance
Portfolio return minus VIK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIK 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 VIK 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