+34.0%
NVDL vs MLM
-18.7%
+52.8%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | 0.0% | -1.3% |
| 7D | -0.8% | -2.7% | +1.9% | -0.1% |
| 30D | +3.4% | -8.3% | +11.7% | +5.6% |
| 3M | +8.1% | -12.0% | +20.1% | +10.6% |
| 6M | +31.9% | -17.6% | +49.5% | +37.0% |
| YTD | +21.1% | -18.9% | +40.0% | +23.2% |
| 1Y | +34.0% | -17.6% | +51.7% | +31.8% |
| All | +34.0% | -18.7% | +52.8% | +31.8% |
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