+52.5%
NVDA vs MULL
+2,481.0%
-2,428.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.0% | +1.0% | -1.5% |
| 7D | +3.8% | +14.0% | -10.2% | +1.7% |
| 30D | +0.8% | +24.8% | -24.0% | -3.1% |
| 3M | +8.2% | -16.1% | +24.3% | +3.6% |
| 6M | +27.1% | +330.9% | -303.8% | -18.1% |
| YTD | +21.2% | +545.0% | -523.8% | -31.6% |
| 1Y | +34.3% | +2,427.1% | -2,392.8% | -49.4% |
| All | +52.5% | +2,481.0% | -2,428.6% | -52.9% |
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