+37.5%
NVTS vs MLM
+15.1%
+22.4%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.1% | +5.2% | +5.3% |
| 7D | +2.7% | -2.9% | +5.6% | +5.3% |
| 30D | -4.5% | -6.8% | +2.4% | +1.5% |
| 3M | -61.5% | -11.2% | -50.3% | -58.5% |
| 6M | +28.0% | -21.8% | +49.8% | +55.7% |
| YTD | +65.3% | -17.0% | +82.2% | +84.2% |
| 1Y | +113.0% | -16.4% | +129.4% | +135.9% |
| All | +37.5% | +15.1% | +22.4% | +10.8% |
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