+28.3%
MLM vs NVDX
+507.9%
-479.6%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +5.1% | -7.0% | -2.2% |
| 7D | -4.1% | -18.2% | +14.1% | -3.0% |
| 30D | +8.2% | -40.2% | +48.4% | +11.5% |
| 3M | -3.6% | -32.6% | +29.0% | -1.6% |
| 6M | -15.6% | -30.6% | +15.0% | -14.5% |
| YTD | -16.4% | -22.3% | +5.9% | -16.6% |
| 1Y | -14.3% | -27.1% | +12.8% | -14.4% |
| 3Y | +19.3% | +441.8% | -422.5% | -16.0% |
| All | +28.3% | +507.9% | -479.6% | -14.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling