+2,741.4%
NI vs MLM
+2,981.8%
-240.4%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +7.8% |
| 3M | +2.5% | -3.6% | +6.0% | +3.1% |
| 6M | -5.8% | -15.6% | +9.7% | -2.9% |
| YTD | +8.6% | -16.4% | +25.0% | +11.9% |
| 1Y | +6.0% | -14.3% | +20.3% | +8.6% |
| 3Y | +91.0% | +19.3% | +71.7% | +80.9% |
| 5Y | +104.8% | +29.6% | +75.2% | +88.0% |
| 10Y | +176.7% | +189.9% | -13.2% | +105.9% |
| All | +2,741.4% | +2,981.8% | -240.4% | +1,309.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling