-20.1%
NVDL vs MULL
+444.9%
-465.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -13.8% | +7.7% | -3.4% |
| 7D | -14.0% | -35.9% | +21.9% | -6.4% |
| 30D | -31.2% | -47.3% | +16.2% | -22.7% |
| 3M | -15.5% | -30.6% | +15.1% | -10.6% |
| 6M | -10.3% | +13.7% | -24.0% | -24.2% |
| YTD | -5.8% | +272.1% | -277.9% | -43.0% |
| 1Y | -20.1% | +475.1% | -495.2% | -58.4% |
| All | -20.1% | +444.9% | -465.0% | -58.4% |
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