+200.9%
MLM vs NTRS
+251.4%
-50.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.7% |
| 7D | -2.7% | +0.9% | -3.6% | -3.2% |
| 30D | -8.3% | -1.2% | -7.1% | -7.8% |
| 3M | -12.0% | +8.8% | -20.7% | -15.9% |
| 6M | -17.6% | +34.7% | -52.3% | -29.6% |
| YTD | -18.9% | +37.2% | -56.1% | -31.6% |
| 1Y | -17.6% | +46.3% | -64.0% | -32.9% |
| 3Y | +16.8% | +163.2% | -146.4% | -31.8% |
| 5Y | +41.0% | +86.9% | -45.9% | -3.8% |
| All | +200.9% | +251.4% | -50.5% | +34.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling