-98.9%
NVD vs MLM
+21.9%
-120.8%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.8% | -3.7% | -7.0% |
| 7D | +16.8% | -4.1% | +21.0% | +13.1% |
| 30D | +54.3% | +8.2% | +46.2% | +64.8% |
| 3M | +24.3% | -3.6% | +27.9% | +20.3% |
| 6M | +0.6% | -15.6% | +16.1% | -14.8% |
| YTD | -27.7% | -16.4% | -11.3% | -37.7% |
| 1Y | -29.4% | -14.3% | -15.1% | -37.0% |
| 3Y | -98.8% | +19.3% | -118.1% | -98.1% |
| All | -98.9% | +21.9% | -120.8% | -98.1% |
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