+2,523.1%
MULL vs NIO
-22.1%
+2,545.2%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | -1.6% | +13.4% | +12.6% |
| 7D | +17.3% | -13.0% | +30.3% | +25.3% |
| 30D | +23.5% | -18.3% | +41.8% | +36.1% |
| 3M | -24.0% | -33.2% | +9.2% | -6.7% |
| 6M | +276.7% | -21.5% | +298.2% | +325.2% |
| YTD | +565.1% | -25.5% | +590.6% | +668.9% |
| 1Y | +2,802.6% | -38.0% | +2,840.6% | +3,569.7% |
| All | +2,523.1% | -22.1% | +2,545.2% | +2,515.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling