+119.5%
NVT vs MLM
+18.7%
+100.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -1.8% | +9.8% | +9.1% |
| 7D | -15.7% | -4.1% | -11.6% | -13.6% |
| 30D | -36.6% | +8.2% | -44.8% | -40.1% |
| 3M | -34.8% | -3.6% | -31.3% | -33.8% |
| 6M | -38.2% | -15.6% | -22.7% | -31.9% |
| YTD | +4.8% | -16.4% | +21.3% | +14.3% |
| 1Y | -2.8% | -14.3% | +11.5% | +3.8% |
| 3Y | +119.5% | +19.3% | +100.2% | +76.6% |
| All | +119.5% | +18.7% | +100.8% | +76.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling