+2,802.6%
MULL vs NVDX
+34.6%
+2,768.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +1.4% | +10.4% | +10.5% |
| 7D | +17.3% | +11.6% | +5.7% | +6.2% |
| 30D | +23.5% | +7.5% | +16.0% | +13.0% |
| 3M | -24.0% | +2.1% | -26.1% | -23.3% |
| 6M | +276.7% | +35.5% | +241.2% | +192.6% |
| YTD | +565.1% | +24.1% | +540.9% | +450.9% |
| 1Y | +2,802.6% | +33.0% | +2,769.6% | +2,446.0% |
| All | +2,802.6% | +34.6% | +2,768.0% | +2,446.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDX.
Daily Out/Under-Performance
Portfolio return minus NVDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDX 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 NVDX 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