-83.4%
NVD vs MULL
+2,481.0%
-2,564.5%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -3.0% | +6.9% | +3.0% |
| 7D | -7.7% | +14.0% | -21.6% | -3.6% |
| 30D | -5.8% | +24.8% | -30.6% | +2.7% |
| 3M | -23.2% | -16.1% | -7.1% | -15.5% |
| 6M | -49.7% | +330.9% | -380.6% | +20.7% |
| YTD | -47.7% | +545.0% | -592.7% | +62.5% |
| 1Y | -61.3% | +2,427.1% | -2,488.5% | +173.9% |
| All | -83.4% | +2,481.0% | -2,564.5% | +133.6% |
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