+1,739.5%
MULL vs VYM
+18.4%
+1,721.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.8% | -4.1% |
| 7D | -8.4% | -0.8% | -7.6% | -5.1% |
| 30D | +9.7% | -2.2% | +11.9% | +20.5% |
| 3M | -26.8% | +3.1% | -29.8% | -36.2% |
| 6M | +220.7% | +9.7% | +211.0% | +123.0% |
| YTD | +509.0% | +14.9% | +494.1% | +243.8% |
| 1Y | +1,739.5% | +17.6% | +1,722.0% | +858.8% |
| All | +1,739.5% | +18.4% | +1,721.1% | +858.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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