+475.1%
MULL vs NIO
-54.1%
+529.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +3.4% | -17.2% | -16.3% |
| 7D | -35.9% | -0.6% | -35.3% | -35.7% |
| 30D | -47.3% | -3.5% | -43.8% | -45.8% |
| 3M | -30.6% | -30.7% | +0.1% | -9.2% |
| 6M | +13.7% | -45.6% | +59.3% | +82.1% |
| YTD | +272.1% | -35.3% | +307.4% | +417.3% |
| 1Y | +475.1% | -53.9% | +529.0% | +1,604.7% |
| All | +475.1% | -54.1% | +529.2% | +1,604.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NIO.
Daily Out/Under-Performance
Portfolio return minus NIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NIO 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 NIO 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