-18.1%
MLM vs NTRS
+48.6%
-66.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.5% | -0.5% |
| 7D | -1.3% | +0.3% | -1.6% | -1.4% |
| 30D | -9.1% | +0.2% | -9.3% | -9.2% |
| 3M | -9.0% | +13.2% | -22.2% | -13.1% |
| 6M | -17.0% | +36.9% | -54.0% | -27.1% |
| YTD | -19.0% | +39.1% | -58.1% | -30.1% |
| 1Y | -18.1% | +50.4% | -68.5% | -31.9% |
| All | -18.1% | +48.6% | -66.7% | -31.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling