+2,581.4%
MULL vs VO
+19.9%
+2,561.5%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.8% | +6.2% | +9.1% |
| 7D | +14.8% | -0.6% | +15.4% | +17.4% |
| 30D | +36.6% | -1.9% | +38.5% | +49.7% |
| 3M | -8.9% | +3.3% | -12.1% | -15.2% |
| 6M | +311.9% | +9.7% | +302.2% | +212.0% |
| YTD | +579.8% | +12.6% | +567.2% | +366.5% |
| 1Y | +2,421.5% | +13.6% | +2,407.9% | +1,641.8% |
| All | +2,581.4% | +19.9% | +2,561.5% | +1,700.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling