-5.2%
NU vs MULL
+2,366.2%
-2,371.3%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -9.3% | +9.5% | +0.9% |
| 7D | -4.2% | +3.6% | -7.8% | -4.6% |
| 30D | +10.0% | +22.0% | -12.0% | +7.7% |
| 3M | +29.3% | -8.6% | +37.9% | +24.4% |
| 6M | +0.9% | +248.5% | -247.6% | -21.4% |
| YTD | -10.3% | +516.3% | -526.6% | -36.1% |
| 1Y | -3.2% | +2,036.6% | -2,039.8% | -44.3% |
| All | -5.2% | +2,366.2% | -2,371.3% | -52.4% |
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