+21.1%
NVDL vs MULL
+2,366.2%
-2,345.1%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -9.3% | +4.6% | -1.9% |
| 7D | -8.7% | +3.6% | -12.3% | -9.9% |
| 30D | -1.3% | +22.0% | -23.3% | -8.1% |
| 3M | +11.4% | -8.6% | +20.0% | -0.9% |
| 6M | +22.9% | +248.5% | -225.6% | -44.1% |
| YTD | +15.4% | +516.3% | -500.9% | -62.4% |
| 1Y | +18.8% | +2,036.6% | -2,017.9% | -81.4% |
| All | +21.1% | +2,366.2% | -2,345.1% | -86.7% |
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