+13,498.2%
NVO vs MLM
+3,058.1%
+10,440.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.5% | +0.2% | +2.2% |
| 7D | +2.3% | -3.8% | +6.1% | +3.1% |
| 30D | +7.1% | +11.0% | -3.9% | +5.0% |
| 3M | -11.3% | -3.1% | -8.3% | -10.9% |
| 6M | -9.0% | -9.8% | +0.8% | -7.5% |
| YTD | -14.6% | -14.4% | -0.3% | -12.5% |
| 1Y | -4.9% | -12.6% | +7.7% | -2.9% |
| 3Y | -54.9% | +19.7% | -74.6% | -56.8% |
| 5Y | -18.7% | +29.8% | -48.4% | -24.1% |
| 10Y | +202.5% | +153.5% | +49.0% | +138.2% |
| All | +13,498.2% | +3,058.1% | +10,440.1% | +7,044.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling