-3.2%
NU vs MULL
+2,481.0%
-2,484.3%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.0% | +2.8% | 0.0% |
| 7D | +6.0% | +14.0% | -8.0% | +4.8% |
| 30D | +10.8% | +24.8% | -14.0% | +8.3% |
| 3M | +32.2% | -16.1% | +48.3% | +28.4% |
| 6M | +5.1% | +330.9% | -325.8% | -20.2% |
| YTD | -8.4% | +545.0% | -553.4% | -35.0% |
| 1Y | +0.7% | +2,427.1% | -2,426.4% | -43.4% |
| All | -3.2% | +2,481.0% | -2,484.3% | -51.5% |
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