+151.5%
MLM vs NTR
+83.8%
+67.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.1% | +1.3% | +2.1% |
| 7D | -3.8% | +3.0% | -6.8% | -4.8% |
| 30D | +11.0% | +7.1% | +3.9% | +8.4% |
| 3M | -3.1% | +13.1% | -16.1% | -7.3% |
| 6M | -9.8% | +7.6% | -17.4% | -12.8% |
| YTD | -14.4% | +20.0% | -34.3% | -22.0% |
| 1Y | -12.6% | +30.2% | -42.7% | -22.9% |
| 3Y | +19.7% | +46.8% | -27.1% | -2.6% |
| 5Y | +29.8% | +22.7% | +7.0% | +0.9% |
| All | +151.5% | +83.8% | +67.7% | +33.6% |
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