+115.7%
NXT vs MULL
+2,620.5%
-2,504.7%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +5.4% | -9.0% | -4.5% |
| 7D | -0.2% | +14.8% | -15.0% | -2.6% |
| 30D | -20.0% | +36.6% | -56.5% | -24.5% |
| 3M | -30.9% | -8.9% | -22.1% | -33.9% |
| 6M | -23.8% | +311.9% | -335.8% | -46.3% |
| YTD | -5.4% | +579.8% | -585.3% | -39.8% |
| 1Y | +28.0% | +2,421.5% | -2,393.5% | -35.3% |
| All | +115.7% | +2,620.5% | -2,504.7% | -3.2% |
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