+518.6%
NVTS vs MULL
+2,337.2%
-1,818.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.2% | +5.5% | +4.7% |
| 7D | -1.4% | -8.4% | +7.0% | +1.3% |
| 30D | -16.5% | +9.7% | -26.2% | -19.8% |
| 3M | -47.6% | -26.8% | -20.9% | -47.6% |
| 6M | +7.3% | +220.7% | -213.4% | -42.4% |
| YTD | +62.9% | +509.0% | -446.2% | -32.1% |
| 1Y | +91.3% | +1,739.5% | -1,648.2% | -49.5% |
| All | +518.6% | +2,337.2% | -1,818.5% | +36.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling