+1,283.0%
MULL vs VLTO
+13.0%
+1,270.0%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.1% | -2.2% | -3.2% |
| 7D | +43.3% | +0.8% | +42.5% | +43.2% |
| 30D | -37.4% | +18.7% | -56.1% | -39.3% |
| 3M | -36.8% | +21.7% | -58.5% | -39.4% |
| 6M | -36.9% | +35.8% | -72.7% | -48.1% |
| YTD | +250.7% | +18.3% | +232.4% | +253.0% |
| 1Y | +337.6% | +20.9% | +316.7% | +314.9% |
| All | +1,283.0% | +13.0% | +1,270.0% | +1,075.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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