+475.1%
MULL vs VIK
+55.4%
+419.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +6.2% | -20.0% | -18.7% |
| 7D | -35.9% | +5.4% | -41.3% | -39.3% |
| 30D | -47.3% | +12.5% | -59.9% | -52.9% |
| 3M | -30.6% | -15.2% | -15.4% | -20.0% |
| 6M | +13.7% | +15.4% | -1.7% | +2.8% |
| YTD | +272.1% | +27.7% | +244.4% | +209.0% |
| 1Y | +475.1% | +59.7% | +415.3% | +370.2% |
| All | +475.1% | +55.4% | +419.6% | +370.2% |
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