+123.8%
NXT vs MULL
+2,481.0%
-2,357.2%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.0% | +4.1% | +1.6% |
| 7D | +2.9% | +14.0% | -11.1% | +0.6% |
| 30D | -17.2% | +24.8% | -42.1% | -20.8% |
| 3M | -32.0% | -16.1% | -15.9% | -34.0% |
| 6M | -15.8% | +330.9% | -346.7% | -41.0% |
| YTD | -1.9% | +545.0% | -546.9% | -37.0% |
| 1Y | +22.5% | +2,427.1% | -2,404.6% | -38.1% |
| All | +123.8% | +2,481.0% | -2,357.2% | +1.4% |
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