+1,211.6%
MULL vs VLTO
+13.8%
+1,197.8%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.6% | -5.8% | -5.2% |
| 7D | +24.5% | +1.0% | +23.5% | +24.4% |
| 30D | -35.5% | +17.5% | -53.0% | -37.1% |
| 3M | -44.8% | +21.4% | -66.2% | -46.9% |
| 6M | -45.5% | +38.1% | -83.6% | -55.8% |
| YTD | +232.5% | +19.0% | +213.5% | +234.6% |
| 1Y | +343.3% | +20.7% | +322.6% | +327.2% |
| All | +1,211.6% | +13.8% | +1,197.8% | +1,013.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling