+1,053.2%
MULL vs NIO
-32.8%
+1,086.0%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.8% | +1.3% | -0.5% |
| 7D | -32.2% | +2.8% | -35.1% | -32.8% |
| 30D | -55.4% | -8.4% | -47.0% | -52.9% |
| 3M | -41.3% | -32.0% | -9.3% | -28.3% |
| 6M | -44.9% | -43.9% | -1.0% | -24.9% |
| YTD | +192.4% | -35.7% | +228.1% | +267.6% |
| 1Y | +239.4% | -51.1% | +290.5% | +379.5% |
| All | +1,053.2% | -32.8% | +1,086.0% | +1,150.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling