+193.4%
NI vs MLM
+138.2%
+55.2%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.7% |
| 7D | +4.3% | -0.9% | +5.2% | +4.5% |
| 30D | +12.4% | +9.0% | +3.3% | +10.0% |
| 3M | +10.2% | -5.6% | +15.7% | +11.5% |
| 6M | -0.8% | -10.7% | +9.9% | +1.4% |
| YTD | +13.2% | -17.2% | +30.4% | +17.5% |
| 1Y | +10.1% | -14.2% | +24.3% | +13.2% |
| 3Y | +103.1% | +15.6% | +87.5% | +91.1% |
| 5Y | +115.5% | +26.2% | +89.3% | +94.4% |
| All | +193.4% | +138.2% | +55.2% | +113.3% |
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