-54.2%
NVD vs MULL
+1,810.7%
-1,864.8%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.4% | 0.0% |
| 7D | +10.8% | -8.4% | +19.3% | +9.1% |
| 30D | +0.8% | +9.7% | -8.9% | +3.9% |
| 3M | -20.8% | -26.8% | +5.9% | -17.8% |
| 6M | -41.2% | +220.7% | -261.9% | -2.5% |
| YTD | -44.2% | +509.0% | -553.2% | +16.6% |
| 1Y | -54.2% | +1,739.5% | -1,793.7% | +37.2% |
| All | -54.2% | +1,810.7% | -1,864.8% | +37.2% |
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