-36.0%
NOW vs MULL
+2,481.0%
-2,517.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -3.0% | -2.0% | -5.0% |
| 7D | -6.1% | +14.0% | -20.1% | -6.2% |
| 30D | +7.5% | +24.8% | -17.3% | +7.1% |
| 3M | +17.5% | -16.1% | +33.6% | +15.7% |
| 6M | +7.9% | +330.9% | -323.0% | -7.2% |
| YTD | -12.4% | +545.0% | -557.4% | -30.2% |
| 1Y | -28.6% | +2,427.1% | -2,455.7% | -55.1% |
| All | -36.0% | +2,481.0% | -2,517.0% | -65.3% |
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