-100.0%
VIVK vs MULL
+2,481.0%
-2,581.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -3.0% | +10.7% | +7.6% |
| 7D | +13.1% | +14.0% | -0.9% | +13.1% |
| 30D | -29.7% | +24.8% | -54.5% | -29.5% |
| 3M | -93.0% | -16.1% | -76.9% | -92.9% |
| 6M | -98.0% | +330.9% | -428.9% | -97.8% |
| YTD | -97.8% | +545.0% | -642.8% | -97.8% |
| 1Y | -100.0% | +2,427.1% | -2,527.1% | -100.0% |
| All | -100.0% | +2,481.0% | -2,581.0% | -100.0% |
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