+105.1%
FAST vs MLM
+40.7%
+64.4%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.4% | -0.7% | +0.6% |
| 7D | +3.4% | +9.1% | -5.7% | -0.7% |
| 30D | +5.5% | +14.6% | -9.1% | -1.1% |
| 3M | +7.6% | +0.3% | +7.3% | +7.1% |
| 6M | +19.8% | -7.5% | +27.3% | +23.3% |
| YTD | +35.5% | -10.2% | +45.7% | +40.5% |
| 1Y | +31.6% | -10.5% | +42.1% | +36.6% |
| 3Y | +91.0% | +27.8% | +63.2% | +62.7% |
| 5Y | +105.1% | +38.9% | +66.2% | +60.0% |
| All | +105.1% | +40.7% | +64.4% | +60.0% |
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 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