-38.0%
VG vs MULL
+2,700.1%
-2,738.1%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.0% | +5.2% | +2.4% |
| 7D | -2.5% | +14.0% | -16.5% | -3.6% |
| 30D | +11.1% | +24.8% | -13.7% | +8.6% |
| 3M | +14.9% | -16.1% | +31.0% | +11.5% |
| 6M | +18.4% | +330.9% | -312.5% | -20.9% |
| YTD | +116.6% | +545.0% | -428.4% | +20.8% |
| 1Y | +9.4% | +2,427.1% | -2,417.8% | -63.6% |
| All | -38.0% | +2,700.1% | -2,738.1% | -81.8% |
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 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