+1,266.3%
NVDL vs MLM
+41.0%
+1,225.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.7% | -3.3% | -3.4% |
| 7D | -24.8% | -0.9% | -23.9% | -24.3% |
| 30D | -48.0% | +9.0% | -57.1% | -52.0% |
| 3M | -51.5% | -5.6% | -46.0% | -49.5% |
| 6M | -54.9% | -10.7% | -44.2% | -52.0% |
| YTD | -39.2% | -17.2% | -22.1% | -32.3% |
| 1Y | -41.1% | -14.2% | -26.9% | -37.0% |
| 3Y | +262.9% | +15.6% | +247.3% | +190.6% |
| All | +1,266.3% | +41.0% | +1,225.4% | +837.0% |
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 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