+9.6%
NVS vs MLM
-15.7%
+25.2%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.2% | +0.7% |
| 7D | +1.1% | -4.1% | +5.2% | +1.8% |
| 30D | +13.4% | +8.2% | +5.3% | +12.8% |
| 3M | +5.4% | -3.6% | +9.0% | +5.6% |
| 6M | +9.6% | -15.6% | +25.1% | +9.1% |
| All | +9.6% | -15.7% | +25.2% | +9.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling