-42.5%
NOW vs MULL
+251.4%
-293.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.5% | -0.6% | -3.2% |
| 7D | -8.7% | -32.2% | +23.5% | -10.1% |
| 30D | -29.3% | -55.4% | +26.1% | -32.0% |
| 3M | -21.8% | -41.3% | +19.4% | -22.8% |
| 6M | +9.2% | -44.9% | +54.1% | +10.0% |
| YTD | -35.0% | +192.4% | -227.4% | -31.7% |
| 1Y | -42.5% | +239.4% | -281.9% | -40.2% |
| All | -42.5% | +251.4% | -293.9% | -40.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling