+2,302.1%
MULL vs NVDX
+12.9%
+2,289.3%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -0.9% |
| 7D | -8.4% | -10.2% | +1.8% | +0.2% |
| 30D | +9.7% | -7.3% | +17.0% | +14.7% |
| 3M | -26.8% | +5.5% | -32.3% | -29.3% |
| 6M | +220.7% | +18.3% | +202.4% | +186.2% |
| YTD | +509.0% | +11.4% | +497.6% | +466.1% |
| 1Y | +1,739.5% | +12.7% | +1,726.8% | +1,612.9% |
| All | +2,302.1% | +12.9% | +2,289.3% | +1,699.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling