-51.2%
NOW vs MULL
+1,230.7%
-1,281.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -5.2% | +6.7% | +1.7% |
| 7D | +0.3% | +24.5% | -24.3% | -0.3% |
| 30D | -27.0% | -35.5% | +8.6% | -26.5% |
| 3M | -19.6% | -44.8% | +25.1% | -19.1% |
| 6M | +17.5% | -45.5% | +62.9% | +14.4% |
| YTD | -33.3% | +232.5% | -265.8% | -46.4% |
| 1Y | -39.8% | +343.3% | -383.1% | -54.1% |
| All | -51.2% | +1,230.7% | -1,281.9% | -73.4% |
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 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