+3,070.5%
MLM vs NTRS
+3,468.4%
-397.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | -2.9% | +0.4% | -3.3% | -3.1% |
| 30D | -6.8% | +1.7% | -8.5% | -7.5% |
| 3M | -11.2% | +8.9% | -20.1% | -14.6% |
| 6M | -21.8% | +30.6% | -52.4% | -30.6% |
| YTD | -17.0% | +38.7% | -55.7% | -28.3% |
| 1Y | -16.4% | +48.1% | -64.5% | -29.9% |
| 3Y | +14.5% | +165.5% | -151.0% | -26.5% |
| 5Y | +41.7% | +85.6% | -43.8% | +3.6% |
| 10Y | +200.0% | +246.1% | -46.0% | +64.8% |
| All | +3,070.5% | +3,468.4% | -397.9% | +849.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling