+98.3%
VSH vs MULL
+2,561.4%
-2,463.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +11.8% | -7.4% | +1.4% |
| 7D | +4.1% | +17.3% | -13.2% | -0.3% |
| 30D | -4.2% | +23.5% | -27.7% | -10.0% |
| 3M | -50.0% | -24.0% | -26.0% | -50.3% |
| 6M | +80.2% | +276.7% | -196.6% | +14.9% |
| YTD | +121.1% | +565.1% | -444.0% | +18.9% |
| 1Y | +112.0% | +2,802.6% | -2,690.6% | -27.9% |
| All | +98.3% | +2,561.4% | -2,463.0% | -43.6% |
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