-26.7%
NVTS vs MLM
+46.5%
-73.3%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -1.6% |
| 7D | +9.6% | -2.9% | +12.4% | +13.6% |
| 30D | -13.0% | +10.4% | -23.4% | -21.4% |
| 3M | -28.8% | -3.7% | -25.1% | -26.3% |
| 6M | -48.5% | -10.3% | -38.2% | -44.4% |
| YTD | +31.4% | -14.8% | +46.2% | +45.9% |
| 1Y | -2.3% | -13.9% | +11.6% | +7.4% |
| 3Y | +49.8% | +18.4% | +31.5% | +14.4% |
| 5Y | -43.2% | +31.8% | -75.0% | -61.8% |
| All | -26.7% | +46.5% | -73.3% | -51.1% |
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 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