+1,330.3%
MULL vs VO
+22.5%
+1,307.8%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +24.0% | +1.3% | +22.8% | +18.2% |
| 7D | -2.5% | +0.2% | -2.8% | +3.4% |
| 30D | -40.1% | +2.0% | -42.1% | -41.6% |
| 3M | -28.2% | -0.3% | -27.9% | -22.5% |
| 6M | -39.6% | +7.3% | -46.9% | -48.1% |
| YTD | +262.6% | +15.0% | +247.7% | +140.3% |
| 1Y | +366.2% | +14.7% | +351.5% | +220.2% |
| All | +1,330.3% | +22.5% | +1,307.8% | +827.3% |
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 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