-28.2%
MULL vs VO
+0.2%
-28.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +24.0% | +1.3% | +22.8% | +17.8% |
| 7D | -2.5% | +0.2% | -2.8% | +2.6% |
| 30D | -40.1% | +2.0% | -42.1% | -39.0% |
| 3M | -28.2% | -0.3% | -27.9% | -18.3% |
| All | -28.2% | +0.2% | -28.4% | -18.3% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling