+475.1%
MULL vs NTRS
+43.5%
+431.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +3.1% | -16.9% | -17.3% |
| 7D | -35.9% | +3.6% | -39.5% | -38.8% |
| 30D | -47.3% | +4.3% | -51.6% | -50.0% |
| 3M | -30.6% | -1.9% | -28.6% | -29.5% |
| 6M | +13.7% | +11.4% | +2.3% | +1.9% |
| YTD | +272.1% | +32.3% | +239.8% | +149.0% |
| 1Y | +475.1% | +42.5% | +432.5% | +259.6% |
| All | +475.1% | +43.5% | +431.6% | +259.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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