+475.1%
MULL vs VTEB
+0.4%
+474.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +0.4% | -14.2% | -15.7% |
| 7D | -35.9% | +0.9% | -36.8% | -39.0% |
| 30D | -47.3% | +3.7% | -51.0% | -58.3% |
| 3M | -30.6% | -0.8% | -29.7% | -11.2% |
| 6M | +13.7% | -0.9% | +14.6% | +53.3% |
| YTD | +272.1% | -0.1% | +272.2% | +444.3% |
| 1Y | +475.1% | +0.2% | +474.8% | +783.1% |
| All | +475.1% | +0.4% | +474.7% | +783.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 1y: compounded portfolio wealth divided by compounded VTEB 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…
1y analysis · Full analysis span regression · 6 months rolling