+572.0%
NTAP vs MLM
+185.4%
+386.6%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | +0.6% |
| 7D | -15.1% | -4.1% | -10.9% | -13.6% |
| 30D | -28.1% | +8.2% | -36.2% | -30.6% |
| 3M | -11.4% | -3.6% | -7.9% | -10.7% |
| 6M | +52.2% | -15.6% | +67.8% | +60.9% |
| YTD | +60.4% | -16.4% | +76.8% | +69.2% |
| 1Y | +51.0% | -14.3% | +65.3% | +57.5% |
| 3Y | +135.6% | +19.3% | +116.2% | +111.8% |
| 5Y | +107.5% | +29.6% | +77.9% | +76.7% |
| All | +572.0% | +185.4% | +386.6% | +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