+1,045.7%
NBIS vs MULL
+2,337.2%
-1,291.5%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.2% |
| 7D | -0.8% | -8.4% | +7.6% | +2.0% |
| 30D | -13.4% | +9.7% | -23.1% | -17.1% |
| 3M | +1.0% | -26.8% | +27.8% | +3.6% |
| 6M | +100.5% | +220.7% | -120.2% | +6.2% |
| YTD | +168.3% | +509.0% | -340.8% | +5.6% |
| 1Y | +151.8% | +1,739.5% | -1,587.8% | -42.1% |
| All | +1,045.7% | +2,337.2% | -1,291.5% | +108.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling