+1,578.5%
NOK vs MLM
+3,448.8%
-1,870.3%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.1% | +1.5% | +2.3% |
| 7D | -1.8% | -2.9% | +1.1% | -0.7% |
| 30D | +4.7% | -6.8% | +11.5% | +7.2% |
| 3M | -39.7% | -11.2% | -28.4% | -37.5% |
| 6M | +23.1% | -21.8% | +44.9% | +33.3% |
| YTD | +55.0% | -17.0% | +72.0% | +63.4% |
| 1Y | +118.0% | -16.4% | +134.4% | +128.7% |
| 3Y | +170.5% | +14.5% | +156.0% | +148.7% |
| 5Y | +84.9% | +41.7% | +43.1% | +55.5% |
| 10Y | +112.0% | +200.0% | -88.1% | +22.9% |
| All | +1,578.5% | +3,448.8% | -1,870.3% | +244.7% |
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 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