+751.2%
NVT vs MLM
+175.2%
+576.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.5% | +4.7% | +4.5% |
| 7D | +10.4% | +1.4% | +9.0% | +9.3% |
| 30D | -1.3% | -6.5% | +5.2% | +2.9% |
| 3M | -0.6% | -7.4% | +6.8% | +2.7% |
| 6M | +53.8% | -15.8% | +69.6% | +69.2% |
| YTD | +60.2% | -17.4% | +77.6% | +77.3% |
| 1Y | +76.8% | -17.9% | +94.7% | +96.0% |
| 3Y | +191.2% | +18.9% | +172.4% | +152.9% |
| 5Y | +430.9% | +43.4% | +387.5% | +298.2% |
| All | +751.2% | +175.2% | +576.0% | +299.5% |
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