+123.8%
NOK vs MLM
+167.5%
-43.7%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.5% | +4.3% | +6.1% |
| 7D | -1.4% | -3.8% | +2.4% | -0.2% |
| 30D | -21.0% | +11.0% | -32.0% | -23.5% |
| 3M | -12.6% | -3.1% | -9.6% | -12.0% |
| 6M | -36.2% | -9.8% | -26.4% | -34.8% |
| YTD | +26.4% | -14.4% | +40.8% | +30.7% |
| 1Y | +19.6% | -12.6% | +32.1% | +22.8% |
| 3Y | +152.6% | +19.7% | +132.8% | +131.8% |
| 5Y | +57.3% | +29.8% | +27.5% | +38.1% |
| 10Y | +123.8% | +153.5% | -29.7% | +53.1% |
| All | +123.8% | +167.5% | -43.7% | +53.1% |
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