+16,546.1%
FAST vs MLM
+3,210.3%
+13,335.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.4% | -0.7% | +0.7% |
| 7D | +3.4% | +9.1% | -5.7% | -0.1% |
| 30D | +5.5% | +14.6% | -9.1% | -0.2% |
| 3M | +7.6% | +0.3% | +7.3% | +7.1% |
| 6M | +19.8% | -7.5% | +27.3% | +22.5% |
| YTD | +35.5% | -10.2% | +45.7% | +39.7% |
| 1Y | +31.6% | -10.5% | +42.1% | +35.9% |
| 3Y | +91.0% | +27.8% | +63.2% | +69.8% |
| 5Y | +105.1% | +38.9% | +66.2% | +73.8% |
| 10Y | +598.2% | +211.4% | +386.8% | +298.2% |
| All | +16,546.1% | +3,210.3% | +13,335.8% | +3,780.4% |
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