+49.8%
NVTS vs MLM
+18.2%
+31.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -1.7% |
| 7D | +9.6% | -2.9% | +12.4% | +13.1% |
| 30D | -13.0% | +10.4% | -23.4% | -20.2% |
| 3M | -28.8% | -3.7% | -25.1% | -26.4% |
| 6M | -48.5% | -10.3% | -38.2% | -44.8% |
| YTD | +31.4% | -14.8% | +46.2% | +43.1% |
| 1Y | -2.3% | -13.9% | +11.6% | +5.3% |
| 3Y | +49.8% | +18.4% | +31.5% | +11.3% |
| All | +49.8% | +18.2% | +31.6% | +11.3% |
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