+1,449.6%
NET vs MLM
+106.0%
+1,343.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.1% | -3.1% | -2.4% |
| 7D | -7.0% | -2.9% | -4.1% | -5.9% |
| 30D | -4.8% | -6.8% | +2.0% | -2.0% |
| 3M | +3.8% | -11.2% | +15.1% | +8.1% |
| 6M | +50.0% | -21.8% | +71.9% | +64.2% |
| YTD | +41.5% | -17.0% | +58.4% | +49.0% |
| 1Y | +32.8% | -16.4% | +49.2% | +39.2% |
| 3Y | +335.9% | +14.5% | +321.4% | +290.9% |
| 5Y | +113.8% | +41.7% | +72.1% | +76.4% |
| All | +1,449.6% | +106.0% | +1,343.6% | +1,243.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling