+475.1%
MULL vs NVS
+37.6%
+437.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +3.6% | -17.4% | -12.8% |
| 7D | -35.9% | +5.7% | -41.6% | -34.9% |
| 30D | -47.3% | +17.1% | -64.4% | -46.0% |
| 3M | -30.6% | +7.6% | -38.2% | -28.6% |
| 6M | +13.7% | +14.1% | -0.4% | +15.2% |
| YTD | +272.1% | +23.3% | +248.8% | +234.5% |
| 1Y | +475.1% | +36.0% | +439.1% | +359.4% |
| All | +475.1% | +37.6% | +437.4% | +359.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 NVS 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