+577.1%
NTAP vs MLM
+199.9%
+377.2%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.3% |
| 7D | -0.8% | -2.9% | +2.1% | +0.4% |
| 30D | -0.5% | -6.8% | +6.3% | +2.1% |
| 3M | +4.1% | -11.2% | +15.3% | +8.3% |
| 6M | +88.0% | -21.8% | +109.8% | +105.2% |
| YTD | +75.6% | -17.0% | +92.5% | +86.3% |
| 1Y | +58.9% | -16.4% | +75.3% | +67.8% |
| 3Y | +153.6% | +14.5% | +139.1% | +132.2% |
| 5Y | +127.6% | +41.7% | +85.9% | +88.0% |
| All | +577.1% | +199.9% | +377.2% | +313.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling