+2,330.7%
MULL vs VO
+18.8%
+2,311.9%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.9% | -8.4% | -5.2% |
| 7D | +3.6% | -2.5% | +6.1% | +16.3% |
| 30D | +22.0% | -3.2% | +25.3% | +42.7% |
| 3M | -8.6% | +3.9% | -12.6% | -17.2% |
| 6M | +248.5% | +9.6% | +238.9% | +167.0% |
| YTD | +516.3% | +11.6% | +504.7% | +342.4% |
| 1Y | +2,036.6% | +12.6% | +2,024.0% | +1,443.8% |
| All | +2,330.7% | +18.8% | +2,311.9% | +1,607.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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