-98.6%
NVD vs MLM
+21.7%
-120.3%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -1.3% | +10.3% | +7.9% |
| 7D | +17.0% | -2.0% | +19.0% | +14.9% |
| 30D | +77.3% | +9.5% | +67.8% | +91.3% |
| 3M | +61.6% | -4.7% | +66.3% | +54.7% |
| 6M | +40.7% | -10.7% | +51.4% | +26.8% |
| YTD | -10.5% | -16.6% | +6.1% | -23.0% |
| 1Y | -6.1% | -15.4% | +9.3% | -17.6% |
| 3Y | -98.4% | +15.9% | -114.4% | -97.6% |
| All | -98.6% | +21.7% | -120.3% | -97.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling