+7,836.4%
NVDA vs MLM
+138.2%
+7,698.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.6% |
| 7D | -12.7% | -0.9% | -11.9% | -12.4% |
| 30D | -26.4% | +9.0% | -35.4% | -29.9% |
| 3M | -27.6% | -5.6% | -22.1% | -25.9% |
| 6M | -27.7% | -10.7% | -17.0% | -24.8% |
| YTD | -12.5% | -17.2% | +4.7% | -6.2% |
| 1Y | -12.6% | -14.2% | +1.6% | -8.2% |
| 3Y | +235.9% | +15.6% | +220.3% | +197.5% |
| 5Y | +438.2% | +26.2% | +412.0% | +354.1% |
| All | +7,836.4% | +138.2% | +7,698.2% | +4,469.3% |
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