+717.0%
NVT vs MLM
+176.7%
+540.3%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.1% | +1.4% | +1.8% |
| 7D | +5.1% | -2.9% | +8.0% | +7.0% |
| 30D | -3.7% | -6.8% | +3.1% | +0.6% |
| 3M | -10.1% | -11.2% | +1.1% | -4.4% |
| 6M | +37.5% | -21.8% | +59.3% | +59.2% |
| YTD | +53.7% | -17.0% | +70.7% | +69.6% |
| 1Y | +70.9% | -16.4% | +87.2% | +87.1% |
| 3Y | +180.4% | +14.5% | +165.9% | +149.6% |
| 5Y | +393.5% | +41.7% | +351.7% | +273.2% |
| All | +717.0% | +176.7% | +540.3% | +282.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling