+212.0%
NXT vs MLM
+45.9%
+166.1%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +1.9% |
| 7D | -9.4% | -0.9% | -8.5% | -9.0% |
| 30D | +15.1% | +9.0% | +6.1% | +10.5% |
| 3M | -9.1% | -5.6% | -3.5% | -6.5% |
| 6M | -30.3% | -10.7% | -19.6% | -26.8% |
| YTD | +9.1% | -17.2% | +26.3% | +18.2% |
| 1Y | +7.9% | -14.2% | +22.1% | +15.2% |
| 3Y | +176.5% | +15.6% | +160.9% | +149.4% |
| All | +212.0% | +45.9% | +166.1% | +137.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling