+154.1%
NOK vs MULL
+2,337.2%
-2,183.1%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.2% | +6.0% | +5.0% |
| 7D | +11.0% | -8.4% | +19.4% | +12.1% |
| 30D | +7.8% | +9.7% | -1.8% | +6.0% |
| 3M | -21.0% | -26.8% | +5.7% | -20.9% |
| 6M | +40.9% | +220.7% | -179.8% | +21.8% |
| YTD | +72.0% | +509.0% | -437.0% | +38.8% |
| 1Y | +140.9% | +1,739.5% | -1,598.6% | +75.0% |
| All | +154.1% | +2,337.2% | -2,183.1% | +67.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling