-9.2%
VMC vs MULL
+2,481.0%
-2,490.3%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.0% | +1.4% | -1.5% |
| 7D | -0.5% | +14.0% | -14.5% | -1.0% |
| 30D | -9.1% | +24.8% | -33.9% | -10.0% |
| 3M | -4.1% | -16.1% | +12.0% | -5.1% |
| 6M | -5.5% | +330.9% | -336.4% | -16.0% |
| YTD | -8.9% | +545.0% | -553.9% | -21.8% |
| 1Y | -12.9% | +2,427.1% | -2,440.1% | -33.4% |
| All | -9.2% | +2,481.0% | -2,490.3% | -34.6% |
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 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