+256.4%
ROIV vs MULL
+2,481.0%
-2,224.7%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | -3.0% | +21.8% | +18.9% |
| 7D | +20.2% | +14.0% | +6.2% | +19.2% |
| 30D | +14.1% | +24.8% | -10.7% | +12.3% |
| 3M | +45.6% | -16.1% | +61.7% | +42.8% |
| 6M | +44.1% | +330.9% | -286.8% | +24.4% |
| YTD | +91.2% | +545.0% | -453.8% | +58.7% |
| 1Y | +221.3% | +2,427.1% | -2,205.8% | +130.1% |
| All | +256.4% | +2,481.0% | -2,224.7% | +135.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 10y: compounded portfolio wealth divided by compounded MULL 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…
10y analysis · Full analysis span regression · 6 months rolling