+501.5%
NVT vs MLM
+176.1%
+325.4%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.2% |
| 7D | +8.0% | -0.9% | +8.9% | +8.7% |
| 30D | -24.8% | +9.0% | -33.8% | -29.4% |
| 3M | -32.4% | -5.6% | -26.9% | -30.5% |
| 6M | -33.5% | -10.7% | -22.8% | -30.2% |
| YTD | +13.2% | -17.2% | +30.3% | +24.1% |
| 1Y | +9.0% | -14.2% | +23.2% | +16.7% |
| 3Y | +129.4% | +15.6% | +113.8% | +101.5% |
| 5Y | +230.1% | +26.2% | +203.8% | +168.2% |
| All | +501.5% | +176.1% | +325.4% | +179.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling