+953.2%
MULL vs NIO
-30.5%
+983.7%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | +5.9% | +3.2% | +6.0% |
| 7D | -42.7% | +5.6% | -48.3% | -43.9% |
| 30D | -63.8% | -4.2% | -59.5% | -62.6% |
| 3M | -49.0% | -26.3% | -22.7% | -40.3% |
| 6M | -38.2% | -42.5% | +4.4% | -16.9% |
| YTD | +167.0% | -33.5% | +200.6% | +229.9% |
| 1Y | +247.7% | -52.7% | +300.4% | +394.1% |
| All | +953.2% | -30.5% | +983.7% | +1,022.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling