+2,802.6%
MULL vs NVMI
+53.9%
+2,748.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +5.5% | +6.3% | +1.6% |
| 7D | +17.3% | +6.6% | +10.7% | +4.6% |
| 30D | +23.5% | -7.5% | +31.0% | +43.2% |
| 3M | -24.0% | -28.5% | +4.5% | +71.6% |
| 6M | +276.7% | -15.7% | +292.5% | +558.5% |
| YTD | +565.1% | +13.3% | +551.8% | +624.6% |
| 1Y | +2,802.6% | +48.3% | +2,754.3% | +2,108.3% |
| All | +2,802.6% | +53.9% | +2,748.7% | +2,108.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 NVMI 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