+92.9%
NVS vs MLM
+18.7%
+74.2%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.2% | +0.7% |
| 7D | +1.1% | -4.1% | +5.2% | +1.9% |
| 30D | +13.4% | +8.2% | +5.3% | +12.0% |
| 3M | +5.4% | -3.6% | +9.0% | +6.0% |
| 6M | +9.6% | -15.6% | +25.1% | +12.4% |
| YTD | +21.5% | -16.4% | +37.9% | +24.2% |
| 1Y | +32.3% | -14.3% | +46.7% | +34.7% |
| 3Y | +92.9% | +19.3% | +73.6% | +78.2% |
| All | +92.9% | +18.7% | +74.2% | +78.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling