+953.2%
MULL vs VLTO
+12.7%
+940.5%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | +0.5% | +8.6% | +9.1% |
| 7D | -42.7% | +5.4% | -48.1% | -43.0% |
| 30D | -63.8% | +22.3% | -86.1% | -65.3% |
| 3M | -49.0% | +19.6% | -68.7% | -50.9% |
| 6M | -38.2% | +35.2% | -73.3% | -49.7% |
| YTD | +167.0% | +17.9% | +149.2% | +168.9% |
| 1Y | +247.7% | +19.5% | +228.2% | +234.7% |
| All | +953.2% | +12.7% | +940.5% | +794.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling