-98.8%
NVD vs MLM
+24.9%
-123.7%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +2.5% | +6.2% | +10.8% |
| 7D | +23.8% | -3.8% | +27.6% | +20.0% |
| 30D | +57.0% | +11.0% | +46.0% | +71.0% |
| 3M | +41.6% | -3.1% | +44.6% | +37.2% |
| 6M | +17.6% | -9.8% | +27.4% | +6.3% |
| YTD | -21.4% | -14.4% | -7.0% | -31.0% |
| 1Y | -23.3% | -12.6% | -10.7% | -30.6% |
| 3Y | -98.7% | +19.7% | -118.4% | -97.9% |
| All | -98.8% | +24.9% | -123.7% | -97.9% |
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