+138.2%
MLM vs NTR
+103.7%
+34.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | -2.7% | +0.5% | -3.3% | -2.9% |
| 30D | -8.3% | +21.7% | -30.1% | -14.3% |
| 3M | -12.0% | +22.8% | -34.7% | -18.3% |
| 6M | -17.6% | +8.2% | -25.9% | -21.0% |
| YTD | -18.9% | +32.9% | -51.8% | -28.4% |
| 1Y | -17.6% | +45.3% | -63.0% | -30.3% |
| 3Y | +16.8% | +41.7% | -24.9% | -2.8% |
| 5Y | +41.0% | +49.8% | -8.8% | -0.4% |
| All | +138.2% | +103.7% | +34.5% | +22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded NTR 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling