+1,739.5%
MULL vs NVS
+10.8%
+1,728.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -0.9% | -1.2% |
| 7D | -8.4% | -14.3% | +5.8% | -8.9% |
| 30D | +9.7% | -10.0% | +19.6% | +9.9% |
| 3M | -26.8% | -10.9% | -15.9% | -26.0% |
| 6M | +220.7% | -12.0% | +232.7% | +235.6% |
| YTD | +509.0% | +2.5% | +506.5% | +459.8% |
| 1Y | +1,739.5% | +10.7% | +1,728.8% | +1,537.3% |
| All | +1,739.5% | +10.8% | +1,728.7% | +1,537.3% |
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