+99.0%
NTRA vs MULL
+444.9%
-345.8%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -13.8% | +14.4% | +1.1% |
| 7D | -7.9% | -35.9% | +28.0% | -6.7% |
| 30D | -8.1% | -47.3% | +39.2% | -6.7% |
| 3M | +42.1% | -30.6% | +72.7% | +43.4% |
| 6M | +84.8% | +13.7% | +71.1% | +81.0% |
| YTD | +70.7% | +272.1% | -201.4% | +58.8% |
| 1Y | +99.0% | +475.1% | -376.0% | +83.3% |
| All | +99.0% | +444.9% | -345.8% | +83.3% |
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 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