+1,063.8%
NBIS vs MULL
+2,366.2%
-1,302.3%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -9.3% | +4.3% | -1.9% |
| 7D | +8.3% | +3.6% | +4.7% | +6.7% |
| 30D | +18.1% | +22.0% | -4.0% | +9.7% |
| 3M | +7.8% | -8.6% | +16.4% | +2.3% |
| 6M | +136.6% | +248.5% | -112.0% | +21.8% |
| YTD | +172.5% | +516.3% | -343.8% | +6.8% |
| 1Y | +144.3% | +2,036.6% | -1,892.4% | -47.8% |
| All | +1,063.8% | +2,366.2% | -1,302.3% | +110.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 3y: compounded portfolio wealth divided by compounded MULL 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…
3y analysis · Full analysis span regression · 6 months rolling