+62.3%
NOK vs MLM
+28.3%
+33.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.6% | -1.4% |
| 7D | +11.0% | -2.0% | +13.0% | +11.8% |
| 30D | -16.0% | +9.5% | -25.5% | -19.0% |
| 3M | -19.8% | -4.7% | -15.0% | -18.5% |
| 6M | -37.1% | -10.7% | -26.4% | -35.1% |
| YTD | +28.0% | -16.6% | +44.5% | +34.6% |
| 1Y | +17.9% | -15.4% | +33.3% | +23.2% |
| 3Y | +152.7% | +15.9% | +136.8% | +118.7% |
| 5Y | +62.3% | +27.1% | +35.1% | +28.9% |
| All | +62.3% | +28.3% | +33.9% | +28.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling