+34.4%
NVDA vs MULL
+3,061.6%
-3,027.2%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +11.8% | -11.0% | -0.3% |
| 7D | +5.9% | +17.3% | -11.4% | +4.2% |
| 30D | +5.1% | +23.5% | -18.4% | +2.6% |
| 3M | +5.4% | -24.0% | +29.3% | +3.3% |
| 6M | +26.0% | +276.7% | -250.7% | -1.6% |
| YTD | +23.7% | +565.1% | -541.4% | -12.0% |
| 1Y | +34.4% | +2,802.6% | -2,768.2% | -17.6% |
| All | +34.4% | +3,061.6% | -3,027.2% | -17.6% |
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 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