+2,302.1%
MULL vs VIK
+86.6%
+2,215.5%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.2% | -2.4% | -2.6% |
| 7D | -8.4% | -0.9% | -7.5% | -7.8% |
| 30D | +9.7% | -18.4% | +28.1% | +38.4% |
| 3M | -26.8% | -8.8% | -18.0% | -17.4% |
| 6M | +220.7% | +17.1% | +203.6% | +162.3% |
| YTD | +509.0% | +19.0% | +490.0% | +377.7% |
| 1Y | +1,739.5% | +30.1% | +1,709.4% | +1,153.2% |
| All | +2,302.1% | +86.6% | +2,215.5% | +852.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling