+200.6%
MLM vs NTRS
+256.1%
-55.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.5% | -0.8% |
| 7D | -1.3% | +0.3% | -1.6% | -1.4% |
| 30D | -9.1% | +0.2% | -9.3% | -9.3% |
| 3M | -9.0% | +13.2% | -22.2% | -14.7% |
| 6M | -17.0% | +36.9% | -54.0% | -29.7% |
| YTD | -19.0% | +39.1% | -58.1% | -32.1% |
| 1Y | -18.1% | +50.4% | -68.5% | -34.2% |
| 3Y | +16.7% | +166.8% | -150.1% | -32.3% |
| 5Y | +40.2% | +92.9% | -52.6% | -5.9% |
| All | +200.6% | +256.1% | -55.5% | +33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded NTRS 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling