+15,338.5%
FAST vs MLM
+2,961.7%
+12,376.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.4% | +0.3% |
| 7D | -0.4% | -2.9% | +2.5% | +0.7% |
| 30D | -0.8% | -6.8% | +6.0% | +1.9% |
| 3M | +5.8% | -11.2% | +17.0% | +10.3% |
| 6M | +8.0% | -21.8% | +29.8% | +18.2% |
| YTD | +25.6% | -17.0% | +42.6% | +34.0% |
| 1Y | +0.8% | -16.4% | +17.2% | +7.0% |
| 3Y | +86.1% | +14.5% | +71.6% | +72.6% |
| 5Y | +100.2% | +41.7% | +58.5% | +68.5% |
| 10Y | +494.2% | +200.0% | +294.1% | +244.0% |
| All | +15,338.5% | +2,961.7% | +12,376.7% | +3,620.0% |
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