+376.1%
NVTS vs MULL
+1,230.7%
-854.6%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -5.2% | -1.2% | -4.5% |
| 7D | +3.9% | +24.5% | -20.6% | -4.3% |
| 30D | -4.3% | -35.5% | +31.2% | +8.2% |
| 3M | -34.5% | -44.8% | +10.3% | -22.8% |
| 6M | -57.7% | -45.5% | -12.3% | -57.5% |
| YTD | +25.4% | +232.5% | -207.2% | -37.8% |
| 1Y | +13.1% | +343.3% | -330.1% | -51.2% |
| All | +376.1% | +1,230.7% | -854.6% | +25.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling