+46.0%
F vs MLM
+15.1%
+30.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.3% | +0.9% |
| 7D | +5.3% | -2.9% | +8.2% | +6.7% |
| 30D | +4.6% | -6.8% | +11.4% | +8.0% |
| 3M | -3.7% | -11.2% | +7.6% | +1.1% |
| 6M | +16.8% | -21.8% | +38.7% | +30.1% |
| YTD | +15.3% | -17.0% | +32.3% | +23.8% |
| 1Y | +31.0% | -16.4% | +47.4% | +39.9% |
| All | +46.0% | +15.1% | +30.9% | +34.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling