-61.4%
NVD vs MLM
-15.9%
-45.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.5% | -1.1% |
| 7D | -11.1% | -2.9% | -8.2% | -11.6% |
| 30D | -13.3% | -6.8% | -6.4% | -14.6% |
| 3M | -19.8% | -11.2% | -8.6% | -21.6% |
| 6M | -48.8% | -21.8% | -27.0% | -51.1% |
| YTD | -49.7% | -17.0% | -32.7% | -50.0% |
| 1Y | -61.4% | -16.4% | -45.0% | -60.7% |
| All | -61.4% | -15.9% | -45.5% | -60.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 1y: compounded portfolio wealth divided by compounded MLM 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…
1y analysis · Full analysis span regression · 6 months rolling