+3,063.4%
MLM vs NTRS
+3,308.0%
-244.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.9% |
| 7D | -0.9% | +3.2% | -4.0% | -2.2% |
| 30D | +9.0% | +9.6% | -0.6% | +4.9% |
| 3M | -5.6% | -6.0% | +0.4% | -3.2% |
| 6M | -10.7% | +10.4% | -21.1% | -14.7% |
| YTD | -17.2% | +32.5% | -49.6% | -27.1% |
| 1Y | -14.2% | +41.2% | -55.4% | -26.6% |
| 3Y | +15.6% | +173.4% | -157.8% | -26.6% |
| 5Y | +26.2% | +65.0% | -38.7% | -3.1% |
| 10Y | +140.6% | +192.3% | -51.7% | +41.2% |
| All | +3,063.4% | +3,308.0% | -244.6% | +864.7% |
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