+137.9%
NOK vs MLM
+18.7%
+119.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.8% | +4.5% | +3.1% |
| 7D | -10.5% | -4.1% | -6.4% | -9.6% |
| 30D | -27.9% | +8.2% | -36.0% | -29.2% |
| 3M | -18.8% | -3.6% | -15.2% | -18.2% |
| 6M | -41.9% | -15.6% | -26.4% | -39.7% |
| YTD | +18.4% | -16.4% | +34.8% | +22.0% |
| 1Y | +10.9% | -14.3% | +25.2% | +13.4% |
| 3Y | +137.9% | +19.3% | +118.6% | +75.7% |
| All | +137.9% | +18.7% | +119.2% | +75.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling