+6.0%
VWO vs MULL
+444.9%
-438.9%
-11.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -13.8% | +15.5% | +2.5% |
| 7D | -1.3% | -35.9% | +34.6% | +1.2% |
| 30D | -7.1% | -47.3% | +40.2% | -3.9% |
| 3M | -6.1% | -30.6% | +24.5% | -4.9% |
| 6M | -3.9% | +13.7% | -17.6% | -9.1% |
| YTD | +5.0% | +272.1% | -267.1% | -8.8% |
| 1Y | +6.0% | +475.1% | -469.1% | -10.8% |
| All | +6.0% | +444.9% | -438.9% | -10.8% |
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