+2,330.7%
MULL vs NVMI
+81.1%
+2,249.6%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.1% | -7.3% | -5.8% |
| 7D | +3.6% | +3.8% | -0.2% | -2.2% |
| 30D | +22.0% | -7.6% | +29.6% | +41.0% |
| 3M | -8.6% | -28.0% | +19.4% | +86.7% |
| 6M | +248.5% | -15.3% | +263.8% | +484.5% |
| YTD | +516.3% | +11.5% | +504.8% | +602.3% |
| 1Y | +2,036.6% | +31.6% | +2,005.0% | +1,938.7% |
| All | +2,330.7% | +81.1% | +2,249.6% | +1,449.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling