+327.1%
NET vs MLM
+15.1%
+311.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.1% | -3.1% | -2.4% |
| 7D | -7.0% | -2.9% | -4.1% | -6.0% |
| 30D | -4.8% | -6.8% | +2.0% | -2.3% |
| 3M | +3.8% | -11.2% | +15.1% | +7.3% |
| 6M | +50.0% | -21.8% | +71.9% | +63.7% |
| YTD | +41.5% | -17.0% | +58.4% | +46.7% |
| 1Y | +32.8% | -16.4% | +49.2% | +36.6% |
| All | +327.1% | +15.1% | +311.9% | +247.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling