+29.8%
MLM vs NVDX
+423.8%
-394.0%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +6.0% | -6.8% | -1.1% |
| 7D | -5.8% | -26.1% | +20.3% | -4.2% |
| 30D | +9.8% | -43.3% | +53.1% | +13.5% |
| 3M | -5.2% | -41.0% | +35.8% | -2.5% |
| 6M | -10.3% | -46.3% | +36.0% | -7.6% |
| YTD | -15.5% | -33.1% | +17.6% | -15.0% |
| 1Y | -15.0% | -40.1% | +25.1% | -14.0% |
| 3Y | +17.5% | +319.0% | -301.5% | -13.8% |
| All | +29.8% | +423.8% | -394.0% | -12.2% |
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