+343.3%
MULL vs NIO
-55.0%
+398.2%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -4.9% | -0.2% | -1.3% |
| 7D | +24.5% | -14.5% | +39.0% | +40.2% |
| 30D | -35.5% | -15.0% | -20.6% | -26.2% |
| 3M | -44.8% | -35.6% | -9.2% | -22.4% |
| 6M | -45.5% | -55.7% | +10.2% | +1.6% |
| YTD | +232.5% | -43.1% | +275.7% | +413.3% |
| 1Y | +343.3% | -53.5% | +396.8% | +783.2% |
| All | +343.3% | -55.0% | +398.2% | +783.2% |
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