-9.0%
NVD vs MLM
-16.0%
+7.0%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.7% | +4.6% | +3.8% |
| 7D | +28.6% | -0.9% | +29.5% | +28.4% |
| 30D | +73.6% | +9.0% | +64.6% | +76.1% |
| 3M | +70.1% | -5.6% | +75.6% | +67.2% |
| 6M | +53.6% | -10.7% | +64.3% | +50.2% |
| YTD | -7.0% | -17.2% | +10.2% | -6.6% |
| 1Y | -9.0% | -14.2% | +5.2% | -12.0% |
| All | -9.0% | -16.0% | +7.0% | -12.0% |
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