-11.7%
VICI vs MULL
+2,337.2%
-2,348.9%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.4% |
| 7D | -2.3% | -8.4% | +6.1% | -2.4% |
| 30D | -4.8% | +9.7% | -14.4% | -4.6% |
| 3M | -10.1% | -26.8% | +16.6% | -10.0% |
| 6M | -9.7% | +220.7% | -230.4% | -10.8% |
| YTD | -8.8% | +509.0% | -517.8% | -11.3% |
| 1Y | -20.2% | +1,739.5% | -1,759.8% | -25.6% |
| All | -11.7% | +2,337.2% | -2,348.9% | -21.3% |
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