+1,679.9%
NTRA vs MLM
+305.6%
+1,374.3%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.5% | +0.7% | +1.9% |
| 7D | -15.4% | -3.8% | -11.6% | -13.6% |
| 30D | -20.0% | +11.0% | -31.0% | -24.1% |
| 3M | -0.5% | -3.1% | +2.5% | +0.6% |
| 6M | +64.9% | -9.8% | +74.7% | +71.5% |
| YTD | +39.9% | -14.4% | +54.2% | +47.8% |
| 1Y | +60.5% | -12.6% | +73.1% | +67.8% |
| 3Y | +605.9% | +19.7% | +586.1% | +517.3% |
| 5Y | +183.0% | +29.8% | +153.3% | +134.8% |
| 10Y | +3,254.9% | +153.5% | +3,101.4% | +1,731.8% |
| All | +1,679.9% | +305.6% | +1,374.3% | +652.0% |
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