-7.7%
VMC vs MULL
+2,561.4%
-2,569.1%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +11.8% | -10.9% | +0.5% |
| 7D | -4.3% | +17.3% | -21.6% | -4.9% |
| 30D | -8.2% | +23.5% | -31.7% | -9.1% |
| 3M | -7.0% | -24.0% | +16.9% | -7.7% |
| 6M | -10.8% | +276.7% | -287.5% | -20.0% |
| YTD | -7.4% | +565.1% | -572.5% | -20.6% |
| 1Y | -9.5% | +2,802.6% | -2,812.1% | -31.5% |
| All | -7.7% | +2,561.4% | -2,569.1% | -33.6% |
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 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