+2,444.0%
MULL vs NIO
-22.3%
+2,466.3%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.3% | -2.8% | -2.9% |
| 7D | +14.0% | -6.7% | +20.6% | +17.6% |
| 30D | +24.8% | -20.0% | +44.9% | +39.1% |
| 3M | -16.1% | -30.5% | +14.4% | -0.1% |
| 6M | +330.9% | -20.7% | +351.6% | +384.5% |
| YTD | +545.0% | -25.7% | +570.7% | +646.7% |
| 1Y | +2,427.1% | -38.6% | +2,465.7% | +3,110.3% |
| All | +2,444.0% | -22.3% | +2,466.3% | +2,439.5% |
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