+1,739.5%
MULL vs NVDX
+9.6%
+1,729.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -0.9% |
| 7D | -8.4% | -10.2% | +1.8% | +1.3% |
| 30D | +9.7% | -7.3% | +17.0% | +15.5% |
| 3M | -26.8% | +5.5% | -32.3% | -30.1% |
| 6M | +220.7% | +18.3% | +202.4% | +177.3% |
| YTD | +509.0% | +11.4% | +497.6% | +453.2% |
| 1Y | +1,739.5% | +12.7% | +1,726.8% | +1,651.0% |
| All | +1,739.5% | +9.6% | +1,729.9% | +1,651.0% |
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