-12.1%
VICI vs MULL
+2,366.2%
-2,378.2%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -9.3% | +7.4% | -2.0% |
| 7D | -3.6% | +3.6% | -7.2% | -3.5% |
| 30D | -4.8% | +22.0% | -26.8% | -4.5% |
| 3M | -11.5% | -8.6% | -2.9% | -11.4% |
| 6M | -12.8% | +248.5% | -261.3% | -13.9% |
| YTD | -9.1% | +516.3% | -525.4% | -11.7% |
| 1Y | -20.5% | +2,036.6% | -2,057.2% | -26.2% |
| All | -12.1% | +2,366.2% | -2,378.2% | -21.6% |
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