+248.2%
MULL vs VLTO
+20.2%
+228.0%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.3% | +0.8% | +11.5% | +13.3% |
| 7D | -27.1% | +2.0% | -29.1% | -25.5% |
| 30D | -54.2% | +21.8% | -76.0% | -41.3% |
| 3M | -42.0% | +20.2% | -62.2% | -26.1% |
| 6M | -43.5% | +36.3% | -79.8% | -22.2% |
| YTD | +199.9% | +18.8% | +181.1% | +357.4% |
| All | +248.2% | +20.2% | +228.0% | +439.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling