+20.1%
V vs MULL
+2,620.5%
-2,600.3%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.4% | -5.7% | -0.4% |
| 7D | -2.9% | +14.8% | -17.7% | -3.0% |
| 30D | +1.9% | +36.6% | -34.7% | +1.6% |
| 3M | +13.2% | -8.9% | +22.1% | +12.6% |
| 6M | +16.7% | +311.9% | -295.2% | +8.8% |
| YTD | +5.4% | +579.8% | -574.5% | -4.5% |
| 1Y | +7.7% | +2,421.5% | -2,413.9% | -10.6% |
| All | +20.1% | +2,620.5% | -2,600.3% | -8.6% |
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