+2,302.1%
MULL vs VTEB
+2.0%
+2,300.1%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.5% | -3.0% |
| 7D | -8.4% | -0.9% | -7.5% | -3.8% |
| 30D | +9.7% | -2.5% | +12.2% | +25.6% |
| 3M | -26.8% | -3.0% | -23.8% | -13.6% |
| 6M | +220.7% | -2.1% | +222.8% | +270.1% |
| YTD | +509.0% | -1.5% | +510.5% | +591.9% |
| 1Y | +1,739.5% | +0.2% | +1,739.4% | +1,883.2% |
| All | +2,302.1% | +2.0% | +2,300.1% | +2,181.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling