+148.3%
NVO vs MLM
+204.6%
-56.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.5% | -3.0% |
| 7D | +0.1% | +1.4% | -1.3% | -0.2% |
| 30D | -3.2% | -6.5% | +3.3% | -2.0% |
| 3M | +11.5% | -7.4% | +18.9% | +12.9% |
| 6M | +22.9% | -15.8% | +38.7% | +26.6% |
| YTD | -6.8% | -17.4% | +10.6% | -3.8% |
| 1Y | -12.6% | -17.9% | +5.2% | -9.7% |
| 3Y | -49.6% | +18.9% | -68.5% | -51.4% |
| 5Y | +0.6% | +43.4% | -42.9% | -7.0% |
| 10Y | +148.3% | +206.2% | -57.9% | +100.4% |
| All | +148.3% | +204.6% | -56.3% | +100.4% |
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