+2,802.6%
MULL vs NVS
+27.7%
+2,774.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | -1.9% | +13.7% | +11.5% |
| 7D | +17.3% | +4.0% | +13.3% | +18.0% |
| 30D | +23.5% | +3.6% | +19.9% | +24.3% |
| 3M | -24.0% | +7.8% | -31.8% | -23.8% |
| 6M | +276.7% | -0.2% | +276.9% | +304.7% |
| YTD | +565.1% | +19.6% | +545.5% | +510.0% |
| 1Y | +2,802.6% | +28.4% | +2,774.2% | +2,525.1% |
| All | +2,802.6% | +27.7% | +2,774.9% | +2,525.1% |
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