+25.7%
MLM vs NTR
+23.5%
+2.2%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.7% |
| 7D | -4.1% | +3.0% | -7.1% | -4.5% |
| 30D | +8.2% | +2.2% | +6.0% | +7.8% |
| 3M | -3.6% | +7.9% | -11.5% | -4.8% |
| 6M | -15.6% | -1.5% | -14.0% | -15.6% |
| YTD | -16.4% | +18.6% | -35.0% | -19.8% |
| 1Y | -14.3% | +31.7% | -46.0% | -19.5% |
| 3Y | +19.3% | +46.4% | -27.1% | +8.2% |
| All | +25.7% | +23.5% | +2.2% | +6.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling