+6.8%
NOW vs MLM
+41.9%
-35.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.1% | -4.1% | -3.6% |
| 7D | -2.4% | -2.9% | +0.5% | -1.1% |
| 30D | +20.5% | -6.8% | +27.3% | +24.8% |
| 3M | +18.3% | -11.2% | +29.6% | +24.3% |
| 6M | +24.1% | -21.8% | +45.9% | +38.5% |
| YTD | -7.8% | -17.0% | +9.2% | -1.9% |
| 1Y | -21.4% | -16.4% | -5.0% | -17.3% |
| 3Y | +19.5% | +14.5% | +5.1% | -3.7% |
| All | +6.8% | +41.9% | -35.1% | -25.9% |
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