+249.4%
ROIV vs MULL
+1,100.2%
-850.8%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +12.3% | -7.7% | +3.9% |
| 7D | +13.3% | -27.1% | +40.4% | +14.7% |
| 30D | +14.8% | -54.2% | +69.0% | +18.7% |
| 3M | +11.9% | -42.0% | +53.9% | +13.6% |
| 6M | +42.4% | -43.5% | +85.9% | +39.1% |
| YTD | +87.4% | +199.9% | -112.5% | +60.5% |
| 1Y | +97.2% | +292.8% | -195.6% | +63.8% |
| All | +249.4% | +1,100.2% | -850.8% | +137.8% |
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