+143.8%
MLM vs NTR
+100.5%
+43.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +1.7% |
| 7D | -2.9% | +8.1% | -11.0% | -5.5% |
| 30D | -6.8% | +18.8% | -25.6% | -12.2% |
| 3M | -11.2% | +16.2% | -27.5% | -16.1% |
| 6M | -21.8% | +9.8% | -31.6% | -25.5% |
| YTD | -17.0% | +30.9% | -47.8% | -26.4% |
| 1Y | -16.4% | +41.8% | -58.1% | -28.5% |
| 3Y | +14.5% | +35.8% | -21.3% | -3.1% |
| 5Y | +41.7% | +51.0% | -9.3% | -0.9% |
| All | +143.8% | +100.5% | +43.3% | +26.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling