+2,523.1%
MULL vs VLTO
-7.5%
+2,530.6%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | -1.6% | +13.4% | +12.4% |
| 7D | +17.3% | -2.3% | +19.6% | +18.3% |
| 30D | +23.5% | -0.9% | +24.4% | +23.7% |
| 3M | -24.0% | +13.8% | -37.8% | -36.0% |
| 6M | +276.7% | +2.0% | +274.7% | +263.6% |
| YTD | +565.1% | -3.2% | +568.3% | +598.0% |
| 1Y | +2,802.6% | -9.2% | +2,811.8% | +3,262.8% |
| All | +2,523.1% | -7.5% | +2,530.6% | +2,223.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling