+114.4%
FE vs MLM
+199.9%
-85.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -0.8% |
| 7D | +1.9% | -2.9% | +4.8% | +2.6% |
| 30D | -1.2% | -6.8% | +5.7% | +0.3% |
| 3M | +3.5% | -11.2% | +14.7% | +6.0% |
| 6M | -6.1% | -21.8% | +15.8% | -1.2% |
| YTD | +7.6% | -17.0% | +24.6% | +11.3% |
| 1Y | +11.9% | -16.4% | +28.3% | +15.4% |
| 3Y | +48.4% | +14.5% | +34.0% | +40.2% |
| 5Y | +44.8% | +41.7% | +3.0% | +27.7% |
| All | +114.4% | +199.9% | -85.5% | +52.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling