-30.2%
NVD vs MLM
-11.4%
-18.8%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +2.4% | +4.1% | +6.9% |
| 7D | +15.0% | +9.1% | +5.8% | +16.9% |
| 30D | +39.3% | +14.6% | +24.6% | +43.2% |
| 3M | +3.1% | +0.3% | +2.8% | +2.6% |
| 6M | -19.0% | -7.5% | -11.5% | -21.4% |
| YTD | -35.5% | -10.2% | -25.3% | -33.3% |
| 1Y | -30.2% | -10.5% | -19.7% | -28.0% |
| All | -30.2% | -11.4% | -18.8% | -28.0% |
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