+15,213.6%
NVO vs MLM
+2,961.7%
+12,251.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.1% | -3.1% | -2.1% |
| 7D | +2.2% | -2.9% | +5.1% | +2.7% |
| 30D | +6.0% | -6.8% | +12.8% | +7.4% |
| 3M | +7.9% | -11.2% | +19.1% | +10.1% |
| 6M | +27.1% | -21.8% | +48.9% | +32.7% |
| YTD | -3.8% | -17.0% | +13.1% | -0.8% |
| 1Y | -12.8% | -16.4% | +3.5% | -10.3% |
| 3Y | -46.3% | +14.5% | -60.8% | -48.2% |
| 5Y | +3.6% | +41.7% | -38.2% | -4.9% |
| 10Y | +157.0% | +200.0% | -43.0% | +95.7% |
| All | +15,213.6% | +2,961.7% | +12,251.9% | +7,997.1% |
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