+44.0%
NVTS vs MLM
+18.7%
+25.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -1.8% | +11.4% | +11.1% |
| 7D | +1.5% | -4.1% | +5.7% | +5.5% |
| 30D | -23.8% | +8.2% | -32.0% | -29.0% |
| 3M | -30.6% | -3.6% | -27.0% | -28.4% |
| 6M | -48.4% | -15.6% | -32.8% | -41.6% |
| YTD | +20.6% | -16.4% | +37.0% | +33.3% |
| 1Y | -2.5% | -14.3% | +11.8% | +5.0% |
| 3Y | +44.0% | +19.3% | +24.7% | +9.1% |
| All | +44.0% | +18.7% | +25.3% | +9.1% |
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 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