+1,381.0%
NET vs MLM
+122.7%
+1,258.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.4% | -4.9% | -3.5% |
| 7D | -16.4% | +9.1% | -25.5% | -19.5% |
| 30D | -25.8% | +14.6% | -40.5% | -30.2% |
| 3M | -11.5% | +0.3% | -11.8% | -12.2% |
| 6M | +18.9% | -7.5% | +26.4% | +21.0% |
| YTD | +35.2% | -10.2% | +45.4% | +37.0% |
| 1Y | +14.5% | -10.5% | +24.9% | +16.2% |
| 3Y | +313.8% | +27.8% | +286.0% | +252.4% |
| 5Y | +32.6% | +38.9% | -6.4% | +5.9% |
| All | +1,381.0% | +122.7% | +1,258.3% | +1,134.9% |
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