-32.7%
NVTS vs MLM
+43.8%
-76.5%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -1.8% | +11.4% | +11.3% |
| 7D | +1.5% | -4.1% | +5.7% | +6.1% |
| 30D | -23.8% | +8.2% | -32.0% | -30.0% |
| 3M | -30.6% | -3.6% | -27.0% | -28.3% |
| 6M | -48.4% | -15.6% | -32.8% | -40.9% |
| YTD | +20.6% | -16.4% | +37.0% | +36.2% |
| 1Y | -2.5% | -14.3% | +11.8% | +7.4% |
| 3Y | +44.0% | +19.3% | +24.7% | +8.4% |
| 5Y | -42.6% | +29.6% | -72.2% | -60.8% |
| All | -32.7% | +43.8% | -76.5% | -54.3% |
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 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