+87.3%
NTRA vs MLM
-18.7%
+106.0%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.8% | +3.7% | +2.3% |
| 7D | +1.6% | -2.7% | +4.3% | +2.2% |
| 30D | +3.8% | -8.3% | +12.1% | +5.8% |
| 3M | +48.2% | -12.0% | +60.2% | +51.5% |
| 6M | +61.0% | -17.6% | +78.6% | +65.5% |
| YTD | +44.2% | -18.9% | +63.1% | +47.3% |
| 1Y | +87.3% | -17.6% | +104.9% | +83.2% |
| All | +87.3% | -18.7% | +106.0% | +83.2% |
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