-1.2%
VMC vs MULL
+322.2%
-323.3%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.2% | +4.6% | -0.5% |
| 7D | -1.3% | +24.5% | -25.8% | -1.6% |
| 30D | +15.5% | -35.5% | +51.0% | +15.7% |
| 3M | +0.6% | -44.8% | +45.4% | +0.9% |
| 6M | +2.1% | -45.5% | +47.5% | +0.9% |
| YTD | -1.6% | +232.5% | -234.1% | -10.3% |
| 1Y | -1.2% | +343.3% | -344.4% | -10.7% |
| All | -1.2% | +322.2% | -323.3% | -10.7% |
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