+475.1%
MULL vs NVMI
-11.6%
+486.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | -2.4% | -11.3% | -9.3% |
| 7D | -35.9% | -11.8% | -24.1% | -18.4% |
| 30D | -47.3% | -24.8% | -22.5% | -9.6% |
| 3M | -30.6% | -28.6% | -2.0% | +30.8% |
| 6M | +13.7% | -40.0% | +53.7% | +264.6% |
| YTD | +272.1% | -10.1% | +282.2% | +526.7% |
| 1Y | +475.1% | -9.8% | +484.8% | +887.9% |
| All | +475.1% | -11.6% | +486.6% | +887.9% |
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