-52.6%
NVTS vs MLM
+26.6%
-79.2%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -1.3% | -3.8% | -3.8% |
| 7D | +21.6% | -2.0% | +23.6% | +24.0% |
| 30D | -8.5% | +9.5% | -18.0% | -16.8% |
| 3M | -31.4% | -4.7% | -26.6% | -28.2% |
| 6M | -50.3% | -10.7% | -39.6% | -46.2% |
| YTD | +33.9% | -16.6% | +50.5% | +51.8% |
| 1Y | +10.6% | -15.4% | +26.0% | +23.7% |
| 3Y | +52.7% | +15.9% | +36.8% | +18.2% |
| All | -52.6% | +26.6% | -79.2% | -68.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling