+865.3%
MULL vs VT
+29.5%
+835.7%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -34.2% | -4.1% | -30.2% | -11.3% |
| 7D | -53.1% | -4.2% | -48.9% | -37.3% |
| 30D | -64.1% | -5.8% | -58.3% | -46.3% |
| 3M | -54.6% | -5.2% | -49.3% | -33.7% |
| 6M | -38.7% | +0.1% | -38.8% | -17.4% |
| YTD | +144.7% | +8.2% | +136.5% | +139.9% |
| 1Y | +220.3% | +10.1% | +210.1% | +201.8% |
| All | +865.3% | +29.5% | +835.7% | +489.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling