+131.4%
NTAP vs MLM
+28.3%
+103.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +2.9% | +2.2% |
| 7D | +9.9% | -2.0% | +11.8% | +10.8% |
| 30D | -22.1% | +9.5% | -31.7% | -25.4% |
| 3M | -7.7% | -4.7% | -3.0% | -6.2% |
| 6M | +60.9% | -10.7% | +71.7% | +67.0% |
| YTD | +76.4% | -16.6% | +93.0% | +87.2% |
| 1Y | +69.3% | -15.4% | +84.7% | +78.3% |
| 3Y | +154.6% | +15.9% | +138.7% | +124.0% |
| 5Y | +131.4% | +27.1% | +104.3% | +86.1% |
| All | +131.4% | +28.3% | +103.1% | +86.1% |
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