+1,126.3%
NBIS vs MULL
+2,620.5%
-1,494.2%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.4% | -6.8% | -3.3% |
| 7D | +17.8% | +14.8% | +3.0% | +12.1% |
| 30D | +30.5% | +36.6% | -6.0% | +16.7% |
| 3M | +9.2% | -8.9% | +18.1% | +3.5% |
| 6M | +153.2% | +311.9% | -158.8% | +22.8% |
| YTD | +187.1% | +579.8% | -392.7% | +8.9% |
| 1Y | +151.1% | +2,421.5% | -2,270.5% | -49.8% |
| All | +1,126.3% | +2,620.5% | -1,494.2% | +114.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling