+28.0%
NBIS vs MLM
-11.4%
+39.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +2.4% | -9.0% | -6.6% |
| 7D | -22.4% | +9.1% | -31.5% | -22.4% |
| 30D | -39.1% | +14.6% | -53.8% | -39.3% |
| 3M | -37.3% | +0.3% | -37.6% | -36.8% |
| 6M | -19.8% | -7.5% | -12.3% | -16.9% |
| YTD | +69.1% | -10.2% | +79.3% | +75.4% |
| 1Y | +28.0% | -10.5% | +38.5% | +33.8% |
| All | +28.0% | -11.4% | +39.4% | +33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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