+117.1%
NVT vs MULL
+2,337.2%
-2,220.0%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.2% | +5.8% | +4.9% |
| 7D | +4.1% | -8.4% | +12.5% | +5.6% |
| 30D | -5.1% | +9.7% | -14.8% | -7.4% |
| 3M | -1.2% | -26.8% | +25.6% | -1.5% |
| 6M | +46.6% | +220.7% | -174.1% | +2.8% |
| YTD | +60.0% | +509.0% | -449.1% | -4.2% |
| 1Y | +70.8% | +1,739.5% | -1,668.7% | -22.0% |
| All | +117.1% | +2,337.2% | -2,220.0% | -19.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling