-46.6%
VG vs MULL
+1,474.3%
-1,520.9%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +24.0% | -18.5% | +3.6% |
| 7D | +5.5% | -2.5% | +8.0% | +4.9% |
| 30D | -3.6% | -40.1% | +36.5% | -1.0% |
| 3M | -4.0% | -28.2% | +24.2% | -3.8% |
| 6M | +9.4% | -39.6% | +49.0% | +2.3% |
| YTD | +86.6% | +262.6% | -176.0% | +6.8% |
| 1Y | +69.5% | +366.2% | -296.7% | -13.0% |
| All | -46.6% | +1,474.3% | -1,520.9% | -83.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling