+2,444.0%
MULL vs VIK
+93.4%
+2,350.6%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.6% | -5.7% | -6.3% |
| 7D | +14.0% | +3.6% | +10.4% | +9.0% |
| 30D | +24.8% | -16.7% | +41.6% | +54.4% |
| 3M | -16.1% | -1.1% | -15.0% | -13.1% |
| 6M | +330.9% | +27.8% | +303.1% | +217.5% |
| YTD | +545.0% | +23.3% | +521.7% | +385.7% |
| 1Y | +2,427.1% | +38.2% | +2,388.9% | +1,495.9% |
| All | +2,444.0% | +93.4% | +2,350.6% | +868.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling