+15.6%
VWO vs MULL
+1,810.7%
-1,795.1%
-11.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +0.8% |
| 7D | -1.8% | -8.4% | +6.7% | -1.3% |
| 30D | -0.1% | +9.7% | -9.8% | -1.0% |
| 3M | +2.2% | -26.8% | +29.0% | +1.6% |
| 6M | +8.8% | +220.7% | -212.0% | -4.7% |
| YTD | +12.4% | +509.0% | -496.7% | -6.6% |
| 1Y | +15.6% | +1,739.5% | -1,723.9% | -12.1% |
| All | +15.6% | +1,810.7% | -1,795.1% | -12.1% |
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