+9.0%
NVT vs MLM
-16.0%
+24.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.5% |
| 7D | +8.0% | -0.9% | +8.9% | +8.3% |
| 30D | -24.8% | +9.0% | -33.8% | -26.7% |
| 3M | -32.4% | -5.6% | -26.9% | -31.0% |
| 6M | -33.5% | -10.7% | -22.8% | -31.2% |
| YTD | +13.2% | -17.2% | +30.3% | +14.5% |
| 1Y | +9.0% | -14.2% | +23.2% | +7.7% |
| All | +9.0% | -16.0% | +24.9% | +7.7% |
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 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