+20.5%
V vs MULL
+2,481.0%
-2,460.5%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.0% | +1.3% | -1.7% |
| 7D | -1.1% | +14.0% | -15.1% | -1.2% |
| 30D | +1.9% | +24.8% | -22.9% | +1.7% |
| 3M | +15.5% | -16.1% | +31.6% | +14.9% |
| 6M | +16.6% | +330.9% | -314.3% | +8.2% |
| YTD | +5.7% | +545.0% | -539.3% | -4.1% |
| 1Y | +8.6% | +2,427.1% | -2,418.6% | -10.1% |
| All | +20.5% | +2,481.0% | -2,460.5% | -8.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling