+189.0%
NI vs MLM
+149.0%
+40.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.6% |
| 7D | +1.5% | -2.9% | +4.4% | +2.2% |
| 30D | +11.9% | +10.4% | +1.4% | +9.1% |
| 3M | +9.1% | -3.7% | +12.9% | +9.9% |
| 6M | -1.8% | -10.3% | +8.5% | +0.3% |
| YTD | +11.4% | -14.8% | +26.2% | +14.8% |
| 1Y | +6.4% | -13.9% | +20.2% | +9.3% |
| 3Y | +98.2% | +18.4% | +79.9% | +85.5% |
| 5Y | +110.1% | +31.8% | +78.3% | +87.5% |
| 10Y | +189.0% | +143.4% | +45.6% | +108.8% |
| All | +189.0% | +149.0% | +40.0% | +108.8% |
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 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