+121.3%
NXT vs MULL
+2,561.4%
-2,440.0%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +11.8% | -10.6% | -0.7% |
| 7D | -1.1% | +17.3% | -18.4% | -3.8% |
| 30D | -15.3% | +23.5% | -38.8% | -18.8% |
| 3M | -43.8% | -24.0% | -19.8% | -44.9% |
| 6M | -18.7% | +276.7% | -295.4% | -41.9% |
| YTD | -3.0% | +565.1% | -568.1% | -38.0% |
| 1Y | +22.7% | +2,802.6% | -2,779.9% | -39.4% |
| All | +121.3% | +2,561.4% | -2,440.0% | -0.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling