+141.4%
NTRA vs MULL
+2,366.2%
-2,224.8%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -9.3% | +8.1% | -0.6% |
| 7D | -0.5% | +3.6% | -4.1% | -0.8% |
| 30D | +4.3% | +22.0% | -17.7% | +2.5% |
| 3M | +50.6% | -8.6% | +59.3% | +45.9% |
| 6M | +63.9% | +248.5% | -184.6% | +31.5% |
| YTD | +42.4% | +516.3% | -473.9% | +3.6% |
| 1Y | +92.1% | +2,036.6% | -1,944.6% | +10.8% |
| All | +141.4% | +2,366.2% | -2,224.8% | +17.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling