+26.8%
MLM vs NVDX
+833.4%
-806.6%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.9% | +3.4% | -0.3% |
| 7D | +1.4% | +7.3% | -5.9% | +0.9% |
| 30D | -6.5% | -0.9% | -5.6% | -6.6% |
| 3M | -7.4% | +8.4% | -15.8% | -8.4% |
| 6M | -15.8% | +38.2% | -54.0% | -18.6% |
| YTD | -17.4% | +19.3% | -36.7% | -19.6% |
| 1Y | -17.9% | +33.3% | -51.1% | -21.2% |
| All | +26.8% | +833.4% | -806.6% | -17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDX.
Daily Out/Under-Performance
Portfolio return minus NVDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDX 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 10y: compounded portfolio wealth divided by compounded NVDX 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…
10y analysis · Full analysis span regression · 6 months rolling