-10.8%
NVTS vs MULL
+444.9%
-455.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -13.8% | +22.8% | +13.8% |
| 7D | -0.3% | -35.9% | +35.6% | +15.3% |
| 30D | -24.4% | -47.3% | +22.9% | -7.2% |
| 3M | -26.5% | -30.6% | +4.1% | -19.0% |
| 6M | -41.4% | +13.7% | -55.1% | -53.9% |
| YTD | +30.7% | +272.1% | -241.4% | -35.7% |
| 1Y | -10.8% | +475.1% | -485.9% | -62.1% |
| All | -10.8% | +444.9% | -455.7% | -62.1% |
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