+29.7%
VUG vs MULL
+2,620.5%
-2,590.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.4% | -5.9% | -0.9% |
| 7D | +0.1% | +14.8% | -14.7% | -1.1% |
| 30D | -1.7% | +36.6% | -38.2% | -4.5% |
| 3M | +2.8% | -8.9% | +11.7% | -0.4% |
| 6M | +13.6% | +311.9% | -298.3% | -9.3% |
| YTD | +8.1% | +579.8% | -571.8% | -20.3% |
| 1Y | +13.1% | +2,421.5% | -2,408.5% | -31.9% |
| All | +29.7% | +2,620.5% | -2,590.7% | -31.5% |
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