-22.5%
NOW vs MLM
+40.7%
-63.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.4% | -2.7% | -1.4% |
| 7D | -27.5% | +9.1% | -36.7% | -31.2% |
| 30D | -20.0% | +14.6% | -34.7% | -26.1% |
| 3M | -7.9% | +0.3% | -8.2% | -9.0% |
| 6M | +18.3% | -7.5% | +25.8% | +20.4% |
| YTD | -29.0% | -10.2% | -18.7% | -28.0% |
| 1Y | -38.7% | -10.5% | -28.2% | -38.0% |
| 3Y | -10.3% | +27.8% | -38.2% | -33.7% |
| 5Y | -22.5% | +38.9% | -61.4% | -47.3% |
| All | -22.5% | +40.7% | -63.1% | -47.3% |
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