+1,181.9%
NOK vs MLM
+3,472.1%
-2,290.2%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.8% | +4.5% | +3.3% |
| 7D | -10.5% | -4.1% | -6.4% | -9.1% |
| 30D | -27.9% | +8.2% | -36.0% | -30.1% |
| 3M | -18.8% | -3.6% | -15.2% | -18.0% |
| 6M | -41.9% | -15.6% | -26.4% | -39.0% |
| YTD | +18.4% | -16.4% | +34.8% | +24.2% |
| 1Y | +10.9% | -14.3% | +25.2% | +15.2% |
| 3Y | +137.9% | +19.3% | +118.6% | +115.7% |
| 5Y | +47.8% | +29.6% | +18.2% | +28.5% |
| 10Y | +116.4% | +189.9% | -73.6% | +27.1% |
| All | +1,181.9% | +3,472.1% | -2,290.2% | +162.0% |
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