+107.5%
NVT vs MULL
+2,366.2%
-2,258.7%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -9.3% | +7.2% | -0.4% |
| 7D | +2.0% | +3.6% | -1.6% | +1.1% |
| 30D | -7.2% | +22.0% | -29.2% | -11.2% |
| 3M | -0.9% | -8.6% | +7.7% | -5.4% |
| 6M | +42.6% | +248.5% | -205.9% | -1.6% |
| YTD | +52.9% | +516.3% | -463.4% | -8.7% |
| 1Y | +64.5% | +2,036.6% | -1,972.2% | -27.4% |
| All | +107.5% | +2,366.2% | -2,258.7% | -23.4% |
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 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