+2,330.7%
MULL vs VTEB
+1.7%
+2,329.1%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.7% | -8.6% | -5.5% |
| 7D | +3.6% | -1.2% | +4.8% | +10.8% |
| 30D | +22.0% | -2.9% | +24.9% | +42.5% |
| 3M | -8.6% | -3.2% | -5.5% | +9.1% |
| 6M | +248.5% | -2.6% | +251.2% | +311.9% |
| YTD | +516.3% | -1.8% | +518.1% | +613.6% |
| 1Y | +2,036.6% | +0.2% | +2,036.4% | +2,223.4% |
| All | +2,330.7% | +1.7% | +2,329.1% | +2,253.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling