+98.9%
VSH vs MULL
+322.2%
-223.2%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -5.2% | +1.0% | -2.8% |
| 7D | +14.3% | +24.5% | -10.2% | +7.3% |
| 30D | -7.9% | -35.5% | +27.7% | +1.7% |
| 3M | -19.9% | -44.8% | +24.9% | -9.2% |
| 6M | -30.5% | -45.5% | +14.9% | -25.7% |
| YTD | +85.7% | +232.5% | -146.9% | +36.3% |
| 1Y | +98.9% | +343.3% | -244.3% | +38.8% |
| All | +98.9% | +322.2% | -223.2% | +38.8% |
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