-38.6%
NVTS vs MLM
+46.4%
-85.0%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.8% | -5.2% | -10.6% | -10.7% |
| 7D | -14.6% | -1.2% | -13.3% | -13.2% |
| 30D | -34.3% | +7.9% | -42.3% | -39.3% |
| 3M | -36.4% | -4.5% | -31.9% | -33.6% |
| 6M | -55.2% | -12.6% | -42.6% | -50.4% |
| YTD | +10.1% | -14.9% | +25.0% | +22.3% |
| 1Y | -20.3% | -13.1% | -7.2% | -13.2% |
| 3Y | +27.4% | +21.2% | +6.2% | -5.3% |
| 5Y | -47.6% | +32.0% | -79.6% | -64.7% |
| All | -38.6% | +46.4% | -85.0% | -59.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling