+148.9%
NXT vs MULL
+1,230.7%
-1,081.8%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -5.2% | +6.7% | +2.3% |
| 7D | -9.4% | +24.5% | -33.9% | -12.8% |
| 30D | +15.1% | -35.5% | +50.6% | +20.0% |
| 3M | -9.1% | -44.8% | +35.7% | -4.3% |
| 6M | -30.3% | -45.5% | +15.1% | -31.9% |
| YTD | +9.1% | +232.5% | -223.4% | -25.0% |
| 1Y | +7.9% | +343.3% | -335.4% | -30.2% |
| All | +148.9% | +1,230.7% | -1,081.8% | +20.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling