-99.2%
NVD vs MLM
+20.5%
-119.7%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.5% | +4.4% | +3.4% |
| 7D | -7.7% | +1.4% | -9.1% | -6.4% |
| 30D | -5.8% | -6.5% | +0.7% | -11.3% |
| 3M | -23.2% | -7.4% | -15.8% | -27.8% |
| 6M | -49.7% | -15.8% | -33.9% | -56.9% |
| YTD | -47.7% | -17.4% | -30.3% | -55.4% |
| 1Y | -61.3% | -17.9% | -43.4% | -67.1% |
| 3Y | -99.2% | +18.9% | -118.0% | -98.7% |
| All | -99.2% | +20.5% | -119.7% | -98.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling