+76.8%
NVT vs MLM
-17.1%
+93.9%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.5% | +4.7% | +4.4% |
| 7D | +10.4% | +1.4% | +9.0% | +9.8% |
| 30D | -1.3% | -6.5% | +5.2% | +0.8% |
| 3M | -0.6% | -7.4% | +6.8% | +0.5% |
| 6M | +53.8% | -15.8% | +69.6% | +62.7% |
| YTD | +60.2% | -17.4% | +77.6% | +67.0% |
| 1Y | +76.8% | -17.9% | +94.7% | +83.6% |
| All | +76.8% | -17.1% | +93.9% | +83.6% |
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