-8.2%
NVO vs MULL
+444.9%
-453.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -13.8% | +18.7% | +5.1% |
| 7D | +10.2% | -35.9% | +46.1% | +10.7% |
| 30D | +12.4% | -47.3% | +59.7% | +13.2% |
| 3M | -3.5% | -30.6% | +27.1% | -3.4% |
| 6M | -3.8% | +13.7% | -17.5% | -11.6% |
| YTD | -13.0% | +272.1% | -285.1% | -25.6% |
| 1Y | -8.2% | +475.1% | -483.3% | -20.9% |
| All | -8.2% | +444.9% | -453.1% | -20.9% |
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 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