+114.2%
NTAP vs MLM
+27.9%
+86.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.5% | +1.6% | +3.0% |
| 7D | -5.0% | -3.8% | -1.1% | -3.3% |
| 30D | -25.8% | +11.0% | -36.8% | -29.2% |
| 3M | -6.9% | -3.1% | -3.8% | -6.0% |
| 6M | +50.0% | -9.8% | +59.8% | +55.1% |
| YTD | +66.9% | -14.4% | +81.3% | +75.2% |
| 1Y | +58.3% | -12.6% | +70.8% | +64.2% |
| 3Y | +145.1% | +19.7% | +125.4% | +112.9% |
| 5Y | +114.2% | +29.8% | +84.4% | +70.5% |
| All | +114.2% | +27.9% | +86.3% | +70.5% |
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