+2,444.0%
MULL vs VRSN
+55.6%
+2,388.3%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.4% | +0.4% | -4.5% |
| 7D | +14.0% | -2.1% | +16.1% | +12.9% |
| 30D | +24.8% | -3.9% | +28.7% | +23.5% |
| 3M | -16.1% | -0.1% | -16.0% | -12.5% |
| 6M | +330.9% | +16.4% | +314.5% | +321.0% |
| YTD | +545.0% | +17.2% | +527.8% | +533.4% |
| 1Y | +2,427.1% | +1.0% | +2,426.1% | +2,541.2% |
| All | +2,444.0% | +55.6% | +2,388.3% | +2,094.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSN.
Daily Out/Under-Performance
Portfolio return minus VRSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSN 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 all: compounded portfolio wealth divided by compounded VRSN 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…
all analysis · Full analysis span regression · 6 months rolling