+99.0%
NTRA vs MLM
-11.4%
+110.4%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.4% | -1.7% | +0.2% |
| 7D | -7.9% | +9.1% | -17.0% | -9.6% |
| 30D | -8.1% | +14.6% | -22.8% | -10.9% |
| 3M | +42.1% | +0.3% | +41.8% | +41.9% |
| 6M | +84.8% | -7.5% | +92.3% | +86.9% |
| YTD | +70.7% | -10.2% | +80.9% | +70.5% |
| 1Y | +99.0% | -10.5% | +109.5% | +99.9% |
| All | +99.0% | -11.4% | +110.4% | +99.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling