+56.7%
VGT vs MULL
+2,481.0%
-2,424.4%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.0% | +2.8% | +0.2% |
| 7D | +1.8% | +14.0% | -12.2% | +0.1% |
| 30D | -0.3% | +24.8% | -25.1% | -3.6% |
| 3M | +3.4% | -16.1% | +19.5% | +0.2% |
| 6M | +35.0% | +330.9% | -295.9% | -0.7% |
| YTD | +28.8% | +545.0% | -516.2% | -13.3% |
| 1Y | +38.0% | +2,427.1% | -2,389.2% | -28.8% |
| All | +56.7% | +2,481.0% | -2,424.4% | -29.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling