+91.0%
NI vs MLM
+18.7%
+72.3%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.2% | -0.3% |
| 7D | -0.9% | -4.1% | +3.2% | -0.1% |
| 30D | +9.6% | +8.2% | +1.5% | +8.1% |
| 3M | +2.5% | -3.6% | +6.0% | +3.0% |
| 6M | -5.8% | -15.6% | +9.7% | -2.9% |
| YTD | +8.6% | -16.4% | +25.0% | +11.7% |
| 1Y | +6.0% | -14.3% | +20.3% | +8.5% |
| 3Y | +91.0% | +19.3% | +71.7% | +65.2% |
| All | +91.0% | +18.7% | +72.3% | +65.2% |
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