+2,684.0%
NTRA vs MLM
+140.0%
+2,544.0%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.3% | +1.7% |
| 7D | -11.2% | -2.0% | -9.2% | -10.2% |
| 30D | -18.4% | +9.5% | -27.9% | -22.2% |
| 3M | +2.2% | -4.7% | +6.9% | +4.4% |
| 6M | +58.1% | -10.7% | +68.8% | +65.6% |
| YTD | +41.0% | -16.6% | +57.5% | +51.4% |
| 1Y | +54.1% | -15.4% | +69.5% | +64.2% |
| 3Y | +590.9% | +15.9% | +575.0% | +507.0% |
| 5Y | +180.7% | +27.1% | +153.6% | +131.1% |
| All | +2,684.0% | +140.0% | +2,544.0% | +1,315.9% |
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 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