-9.5%
VMC vs MULL
+3,061.6%
-3,071.1%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +11.8% | -10.9% | +0.7% |
| 7D | -4.3% | +17.3% | -21.6% | -4.6% |
| 30D | -8.2% | +23.5% | -31.7% | -8.6% |
| 3M | -7.0% | -24.0% | +16.9% | -7.0% |
| 6M | -10.8% | +276.7% | -287.5% | -15.4% |
| YTD | -7.4% | +565.1% | -572.5% | -13.9% |
| 1Y | -9.5% | +2,802.6% | -2,812.1% | -18.0% |
| All | -9.5% | +3,061.6% | -3,071.1% | -18.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling