+133.4%
NI vs MLM
+206.1%
-72.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.8% | -0.9% |
| 7D | +2.0% | -2.9% | +4.9% | +2.7% |
| 30D | -3.5% | -6.8% | +3.3% | -2.0% |
| 3M | -9.1% | -11.2% | +2.1% | -6.8% |
| 6M | -11.8% | -21.8% | +10.0% | -7.0% |
| YTD | +1.1% | -17.0% | +18.1% | +4.9% |
| 1Y | +6.7% | -16.4% | +23.1% | +10.4% |
| 3Y | +71.1% | +14.5% | +56.6% | +61.6% |
| 5Y | +94.3% | +41.7% | +52.6% | +70.7% |
| All | +133.4% | +206.1% | -72.8% | +63.1% |
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