+1,723.2%
NTRA vs MLM
+293.3%
+1,430.0%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -1.0% | -0.4% |
| 7D | +0.6% | -2.9% | +3.5% | +2.0% |
| 30D | +19.5% | -6.8% | +26.3% | +23.8% |
| 3M | +47.8% | -11.2% | +59.0% | +55.5% |
| 6M | +61.6% | -21.8% | +83.5% | +81.1% |
| YTD | +43.3% | -17.0% | +60.2% | +54.2% |
| 1Y | +97.0% | -16.4% | +113.4% | +110.6% |
| 3Y | +424.9% | +14.5% | +410.4% | +369.5% |
| 5Y | +165.2% | +41.7% | +123.4% | +111.0% |
| 10Y | +3,114.3% | +200.0% | +2,914.3% | +1,574.7% |
| All | +1,723.2% | +293.3% | +1,430.0% | +684.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling