+1,269.4%
NVS vs MLM
+3,048.3%
-1,778.9%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.7% |
| 3M | +7.8% | -11.2% | +19.0% | +9.6% |
| 6M | -0.2% | -21.8% | +21.7% | +3.6% |
| YTD | +19.6% | -17.0% | +36.5% | +22.6% |
| 1Y | +28.4% | -16.4% | +44.7% | +31.4% |
| 3Y | +76.2% | +14.5% | +61.7% | +70.0% |
| 5Y | +111.1% | +41.7% | +69.3% | +94.6% |
| 10Y | +224.3% | +200.0% | +24.2% | +154.5% |
| All | +1,269.4% | +3,048.3% | -1,778.9% | +583.1% |
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 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