+15.6%
MLM vs NVDX
+265.5%
-249.9%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.0% | +3.3% | -0.5% |
| 7D | -0.9% | -24.7% | +23.9% | +0.7% |
| 30D | +9.0% | -48.2% | +57.2% | +13.0% |
| 3M | -5.6% | -51.9% | +46.3% | -1.9% |
| 6M | -10.7% | -55.6% | +45.0% | -7.1% |
| YTD | -17.2% | -41.5% | +24.4% | -16.0% |
| 1Y | -14.2% | -44.0% | +29.8% | -13.0% |
| 3Y | +15.6% | +262.2% | -246.6% | -8.1% |
| All | +15.6% | +265.5% | -249.9% | -8.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling