+2,421.5%
MULL vs NIO
-38.9%
+2,460.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -2.4% | +7.8% | +7.1% |
| 7D | +14.8% | -4.1% | +18.9% | +18.0% |
| 30D | +36.6% | -23.2% | +59.8% | +64.3% |
| 3M | -8.9% | -29.9% | +21.0% | +16.7% |
| 6M | +311.9% | -25.1% | +337.0% | +396.8% |
| YTD | +579.8% | -27.5% | +607.3% | +742.4% |
| 1Y | +2,421.5% | -41.1% | +2,462.6% | +4,098.9% |
| All | +2,421.5% | -38.9% | +2,460.5% | +4,098.9% |
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