-1.6%
VUG vs MULL
-37.8%
+36.2%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.3% | +3.1% | 0.0% |
| 7D | +4.4% | +43.3% | -38.9% | +2.0% |
| 30D | -7.3% | -37.4% | +30.1% | -5.9% |
| 3M | -4.2% | -36.8% | +32.6% | -3.2% |
| 6M | -1.6% | -36.9% | +35.3% | -4.0% |
| All | -1.6% | -37.8% | +36.2% | -4.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling