+143.1%
NOK vs MULL
+2,481.0%
-2,337.9%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -3.0% | +9.2% | +6.6% |
| 7D | +7.3% | +14.0% | -6.7% | +5.3% |
| 30D | +13.8% | +24.8% | -11.0% | +10.1% |
| 3M | -27.0% | -16.1% | -10.9% | -28.2% |
| 6M | +37.6% | +330.9% | -293.3% | +15.9% |
| YTD | +64.6% | +545.0% | -480.4% | +31.9% |
| 1Y | +132.0% | +2,427.1% | -2,295.1% | +63.9% |
| All | +143.1% | +2,481.0% | -2,337.9% | +59.4% |
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 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