+35.3%
NI vs MULL
+1,230.7%
-1,195.4%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.2% | +5.7% | +0.6% |
| 7D | +4.3% | +24.5% | -20.2% | +4.0% |
| 30D | +12.4% | -35.5% | +47.9% | +12.7% |
| 3M | +10.2% | -44.8% | +55.0% | +10.6% |
| 6M | -0.8% | -45.5% | +44.7% | -1.7% |
| YTD | +13.2% | +232.5% | -219.3% | +5.3% |
| 1Y | +10.1% | +343.3% | -333.2% | +1.0% |
| All | +35.3% | +1,230.7% | -1,195.4% | +14.1% |
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