-21.3%
NVTS vs MLM
+45.4%
-66.7%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.8% | +8.1% | +8.1% |
| 7D | +7.9% | -5.8% | +13.8% | +15.1% |
| 30D | +0.8% | +9.8% | -9.0% | -8.6% |
| 3M | -26.0% | -5.2% | -20.8% | -22.3% |
| 6M | -55.5% | -10.3% | -45.3% | -52.0% |
| YTD | +41.0% | -15.5% | +56.5% | +57.7% |
| 1Y | +10.4% | -15.0% | +25.5% | +23.0% |
| 3Y | +60.9% | +17.5% | +43.4% | +23.7% |
| 5Y | -42.8% | +30.5% | -73.3% | -61.2% |
| All | -21.3% | +45.4% | -66.7% | -47.1% |
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