-4.5%
NEM vs MULL
-46.2%
+41.7%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.2% | +5.6% | +0.8% |
| 7D | -6.4% | +24.5% | -31.0% | -8.2% |
| 30D | +1.4% | -35.5% | +36.9% | +3.8% |
| 3M | -0.7% | -44.8% | +44.1% | +2.4% |
| 6M | -4.5% | -45.5% | +41.0% | -10.5% |
| All | -4.5% | -46.2% | +41.7% | -10.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling