+7.2%
FE vs MLM
-14.6%
+21.8%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.2% | +5.0% | +0.5% |
| 7D | +0.6% | -1.2% | +1.8% | +0.7% |
| 30D | +6.4% | +7.9% | -1.5% | +5.4% |
| 3M | -0.5% | -4.5% | +4.0% | 0.0% |
| 6M | +4.7% | -12.6% | +17.4% | +6.3% |
| YTD | +8.4% | -14.9% | +23.2% | +9.9% |
| 1Y | +7.2% | -13.1% | +20.3% | +8.3% |
| All | +7.2% | -14.6% | +21.8% | +8.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling