+1,291.3%
NVS vs MLM
+3,069.0%
-1,777.7%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +12.0% |
| 3M | +5.4% | -3.6% | +9.0% | +5.9% |
| 6M | +9.6% | -15.6% | +25.1% | +12.2% |
| YTD | +21.5% | -16.4% | +37.9% | +24.4% |
| 1Y | +32.3% | -14.3% | +46.7% | +35.0% |
| 3Y | +92.9% | +19.3% | +73.6% | +85.1% |
| 5Y | +134.3% | +29.6% | +104.7% | +119.3% |
| 10Y | +272.3% | +189.9% | +82.3% | +193.8% |
| All | +1,291.3% | +3,069.0% | -1,777.7% | +593.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling