+142.5%
MLM vs NTR
+103.6%
+38.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -2.1% | -1.0% |
| 7D | +1.4% | +3.8% | -2.5% | +0.1% |
| 30D | -6.5% | +25.2% | -31.8% | -13.5% |
| 3M | -7.4% | +21.0% | -28.4% | -13.7% |
| 6M | -15.8% | +7.6% | -23.4% | -19.1% |
| YTD | -17.4% | +32.9% | -50.3% | -27.1% |
| 1Y | -17.9% | +43.1% | -61.0% | -30.0% |
| 3Y | +18.9% | +41.6% | -22.7% | -1.1% |
| 5Y | +43.4% | +54.8% | -11.3% | -0.7% |
| All | +142.5% | +103.6% | +38.9% | +24.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling