+135.2%
NVS vs MLM
+25.7%
+109.5%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.3% |
| 7D | -1.3% | -0.9% | -0.4% | -1.1% |
| 30D | +9.3% | +9.0% | +0.2% | +7.6% |
| 3M | +5.8% | -5.6% | +11.4% | +6.8% |
| 6M | +7.2% | -10.7% | +17.9% | +9.0% |
| YTD | +20.0% | -17.2% | +37.1% | +23.4% |
| 1Y | +25.4% | -14.2% | +39.6% | +28.1% |
| 3Y | +89.2% | +15.6% | +73.6% | +79.9% |
| All | +135.2% | +25.7% | +109.5% | +111.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling