+2,330.7%
MULL vs NVDX
+13.2%
+2,317.5%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -4.4% | -4.9% | -5.7% |
| 7D | +3.6% | -8.6% | +12.2% | +11.9% |
| 30D | +22.0% | -1.4% | +23.5% | +21.3% |
| 3M | -8.6% | +10.6% | -19.3% | -14.6% |
| 6M | +248.5% | +20.2% | +228.4% | +207.3% |
| YTD | +516.3% | +11.8% | +504.5% | +471.3% |
| 1Y | +2,036.6% | +12.9% | +2,023.7% | +1,885.9% |
| All | +2,330.7% | +13.2% | +2,317.5% | +1,716.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling