+2,330.7%
MULL vs NTR
+70.9%
+2,259.8%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.5% | -6.9% | -8.7% |
| 7D | +3.6% | -2.5% | +6.1% | +4.3% |
| 30D | +22.0% | +17.0% | +5.0% | +17.2% |
| 3M | -8.6% | +22.2% | -30.8% | -14.0% |
| 6M | +248.5% | +5.2% | +243.3% | +240.6% |
| YTD | +516.3% | +29.7% | +486.6% | +432.8% |
| 1Y | +2,036.6% | +39.4% | +1,997.2% | +1,608.4% |
| All | +2,330.7% | +70.9% | +2,259.8% | +1,122.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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