+113.1%
NI vs MLM
+30.7%
+82.4%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.3% | +0.8% |
| 7D | +0.6% | -5.8% | +6.4% | +2.0% |
| 30D | +11.2% | +9.8% | +1.4% | +8.8% |
| 3M | +9.2% | -5.2% | +14.3% | +10.3% |
| 6M | -1.8% | -10.3% | +8.4% | +0.2% |
| YTD | +12.0% | -15.5% | +27.5% | +15.5% |
| 1Y | +6.4% | -15.0% | +21.5% | +9.6% |
| 3Y | +99.4% | +17.5% | +81.9% | +85.7% |
| 5Y | +113.1% | +30.5% | +82.6% | +82.9% |
| All | +113.1% | +30.7% | +82.4% | +82.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling