+143.4%
NTRA vs MULL
+2,337.2%
-2,193.7%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.0% | +0.9% |
| 7D | +0.2% | -8.4% | +8.7% | +0.8% |
| 30D | +4.1% | +9.7% | -5.6% | +3.1% |
| 3M | +50.0% | -26.8% | +76.8% | +48.1% |
| 6M | +67.3% | +220.7% | -153.4% | +35.5% |
| YTD | +43.6% | +509.0% | -465.5% | +4.5% |
| 1Y | +89.2% | +1,739.5% | -1,650.3% | +12.0% |
| All | +143.4% | +2,337.2% | -2,193.7% | +18.4% |
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