-5.8%
NI vs MLM
-15.7%
+9.8%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.2% | -0.4% |
| 7D | -0.9% | -4.1% | +3.2% | -0.3% |
| 30D | +9.6% | +8.2% | +1.5% | +9.0% |
| 3M | +2.5% | -3.6% | +6.0% | +2.8% |
| 6M | -5.8% | -15.6% | +9.7% | -4.8% |
| All | -5.8% | -15.7% | +9.8% | -4.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling