+254.5%
NVS vs MLM
+167.5%
+87.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.5% | -1.8% | +0.3% |
| 7D | +1.3% | -3.8% | +5.2% | +2.0% |
| 30D | +13.9% | +11.0% | +2.9% | +11.9% |
| 3M | +4.7% | -3.1% | +7.8% | +5.2% |
| 6M | +12.1% | -9.8% | +21.9% | +13.6% |
| YTD | +22.3% | -14.4% | +36.7% | +24.8% |
| 1Y | +33.5% | -12.6% | +46.1% | +35.7% |
| 3Y | +94.7% | +19.7% | +75.0% | +86.3% |
| 5Y | +137.6% | +29.8% | +107.8% | +121.1% |
| 10Y | +254.5% | +153.5% | +101.0% | +185.4% |
| All | +254.5% | +167.5% | +87.0% | +185.4% |
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