+1,211.6%
MULL vs VO
+21.4%
+1,190.2%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | 0.0% | -5.2% | -5.2% |
| 7D | +24.5% | +3.1% | +21.4% | +9.9% |
| 30D | -35.5% | +2.2% | -37.7% | -37.7% |
| 3M | -44.8% | -2.5% | -42.3% | -34.2% |
| 6M | -45.5% | +7.0% | -52.4% | -52.3% |
| YTD | +232.5% | +14.0% | +218.5% | +129.4% |
| 1Y | +343.3% | +15.6% | +327.6% | +194.6% |
| All | +1,211.6% | +21.4% | +1,190.2% | +785.4% |
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