+203.7%
NVO vs MLM
+149.0%
+54.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.5% |
| 7D | +1.3% | -2.9% | +4.1% | +1.9% |
| 30D | +5.3% | +10.4% | -5.1% | +3.3% |
| 3M | -13.6% | -3.7% | -9.9% | -13.1% |
| 6M | -10.5% | -10.3% | -0.3% | -8.9% |
| YTD | -16.0% | -14.8% | -1.2% | -13.8% |
| 1Y | -7.0% | -13.9% | +6.9% | -4.7% |
| 3Y | -56.1% | +18.4% | -74.5% | -57.8% |
| 5Y | -19.0% | +31.8% | -50.8% | -24.4% |
| 10Y | +203.7% | +143.4% | +60.2% | +152.4% |
| All | +203.7% | +149.0% | +54.7% | +152.4% |
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