+16.5%
NVO vs MULL
+232.1%
-215.7%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -1.0% | -2.2% |
| 7D | -7.6% | -8.4% | +0.8% | -7.7% |
| 30D | -6.0% | +9.7% | -15.7% | -5.8% |
| 3M | -0.8% | -26.8% | +26.0% | -0.9% |
| 6M | +16.5% | +220.7% | -204.2% | +8.2% |
| All | +16.5% | +232.1% | -215.7% | +8.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling