+132.5%
NOK vs MLM
+140.5%
-8.1%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.8% | +3.1% | +2.5% |
| 7D | +2.2% | -5.8% | +8.0% | +4.1% |
| 30D | -14.7% | +9.8% | -24.6% | -17.2% |
| 3M | -10.6% | -5.2% | -5.4% | -9.4% |
| 6M | -39.4% | -10.3% | -29.1% | -37.9% |
| YTD | +30.4% | -15.5% | +45.9% | +35.4% |
| 1Y | +22.3% | -15.0% | +37.4% | +26.7% |
| 3Y | +157.6% | +17.5% | +140.1% | +137.8% |
| 5Y | +64.6% | +30.5% | +34.0% | +44.3% |
| 10Y | +132.5% | +145.5% | -13.0% | +61.1% |
| All | +132.5% | +140.5% | -8.1% | +61.1% |
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