+475.1%
MULL vs NVDX
-27.2%
+502.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | -6.2% | -7.6% | -7.7% |
| 7D | -35.9% | -14.1% | -21.8% | -24.9% |
| 30D | -47.3% | -31.3% | -16.0% | -23.4% |
| 3M | -30.6% | -16.2% | -14.4% | -18.9% |
| 6M | +13.7% | -11.9% | +25.6% | +32.6% |
| YTD | +272.1% | -9.4% | +281.5% | +322.2% |
| 1Y | +475.1% | -23.9% | +498.9% | +667.6% |
| All | +475.1% | -27.2% | +502.3% | +667.6% |
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