+70.9%
NVT vs MLM
-15.9%
+86.7%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.1% | +1.4% | +2.2% |
| 7D | +5.1% | -2.9% | +8.0% | +6.0% |
| 30D | -3.7% | -6.8% | +3.1% | -1.6% |
| 3M | -10.1% | -11.2% | +1.1% | -7.0% |
| 6M | +37.5% | -21.8% | +59.3% | +50.2% |
| YTD | +53.7% | -17.0% | +70.7% | +60.0% |
| 1Y | +70.9% | -16.4% | +87.2% | +76.2% |
| All | +70.9% | -15.9% | +86.7% | +76.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling