+115.7%
NVS vs MLM
+41.9%
+73.8%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.1% | -3.0% | -2.1% |
| 7D | +4.0% | -2.9% | +6.9% | +4.5% |
| 30D | +3.6% | -6.8% | +10.4% | +4.9% |
| 3M | +7.8% | -11.2% | +19.0% | +9.8% |
| 6M | -0.2% | -21.8% | +21.7% | +4.0% |
| YTD | +19.6% | -17.0% | +36.5% | +22.9% |
| 1Y | +28.4% | -16.4% | +44.7% | +31.7% |
| 3Y | +76.2% | +14.5% | +61.7% | +68.4% |
| All | +115.7% | +41.9% | +73.8% | +91.9% |
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