+1,283.0%
MULL vs VT
+33.3%
+1,249.7%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.6% | -2.7% | +0.2% |
| 7D | +43.3% | +2.9% | +40.4% | +24.2% |
| 30D | -37.4% | -2.5% | -34.9% | -21.3% |
| 3M | -36.8% | -3.3% | -33.5% | -16.3% |
| 6M | -36.9% | +1.5% | -38.4% | -22.0% |
| YTD | +250.7% | +11.4% | +239.3% | +198.1% |
| 1Y | +337.6% | +11.9% | +325.7% | +278.8% |
| All | +1,283.0% | +33.3% | +1,249.7% | +632.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 5y: compounded portfolio wealth divided by compounded VT 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…
5y analysis · Full analysis span regression · 6 months rolling