-12.2%
VMC vs MULL
+2,620.5%
-2,632.7%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +5.4% | -8.7% | -3.4% |
| 7D | -5.3% | +14.8% | -20.1% | -5.8% |
| 30D | -12.3% | +36.6% | -48.8% | -13.4% |
| 3M | -10.3% | -8.9% | -1.4% | -11.4% |
| 6M | -8.6% | +311.9% | -320.5% | -18.3% |
| YTD | -11.9% | +579.8% | -591.7% | -24.5% |
| 1Y | -13.9% | +2,421.5% | -2,435.5% | -34.0% |
| All | -12.2% | +2,620.5% | -2,632.7% | -36.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling