+43.4%
MLM vs NTRS
+87.6%
-44.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.1% |
| 7D | +1.4% | +1.7% | -0.3% | +0.7% |
| 30D | -6.5% | +0.1% | -6.7% | -6.6% |
| 3M | -7.4% | +9.8% | -17.3% | -11.3% |
| 6M | -15.8% | +34.7% | -50.5% | -26.5% |
| YTD | -17.4% | +37.4% | -54.8% | -28.8% |
| 1Y | -17.9% | +48.2% | -66.1% | -31.6% |
| 3Y | +18.9% | +163.5% | -144.6% | -25.4% |
| 5Y | +43.4% | +88.2% | -44.8% | +3.5% |
| All | +43.4% | +87.6% | -44.2% | +3.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling