+145.2%
NXT vs MULL
+1,303.2%
-1,158.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -3.3% | -3.6% | -6.4% |
| 7D | -6.0% | +43.3% | -49.3% | -11.4% |
| 30D | +5.4% | -37.4% | +42.9% | +10.5% |
| 3M | -9.7% | -36.8% | +27.1% | -7.0% |
| 6M | -25.3% | -36.9% | +11.5% | -28.7% |
| YTD | +7.5% | +250.7% | -243.2% | -26.7% |
| 1Y | -3.0% | +337.6% | -340.6% | -37.0% |
| All | +145.2% | +1,303.2% | -1,158.0% | +17.9% |
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