+1,633.2%
NTRA vs MLM
+303.5%
+1,329.7%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.1% | -2.4% |
| 7D | -19.7% | -2.9% | -16.9% | -18.4% |
| 30D | -22.1% | +10.4% | -32.6% | -25.9% |
| 3M | -2.0% | -3.7% | +1.7% | -0.5% |
| 6M | +60.6% | -10.3% | +70.9% | +67.4% |
| YTD | +36.2% | -14.8% | +51.0% | +44.3% |
| 1Y | +51.0% | -13.9% | +64.9% | +59.0% |
| 3Y | +567.5% | +18.4% | +549.1% | +487.2% |
| 5Y | +191.6% | +31.8% | +159.8% | +140.2% |
| 10Y | +2,914.3% | +143.4% | +2,770.9% | +1,568.7% |
| All | +1,633.2% | +303.5% | +1,329.7% | +634.2% |
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 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