+51.1%
NEM vs MULL
+444.9%
-393.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -13.8% | +23.7% | +11.2% |
| 7D | +3.7% | -35.9% | +39.6% | +8.1% |
| 30D | +2.0% | -47.3% | +49.3% | +8.0% |
| 3M | +21.1% | -30.6% | +51.7% | +23.7% |
| 6M | +9.5% | +13.7% | -4.2% | -1.9% |
| YTD | +19.1% | +272.1% | -253.1% | -9.9% |
| 1Y | +51.1% | +475.1% | -424.0% | +4.4% |
| All | +51.1% | +444.9% | -393.8% | +4.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling