+49.0%
FE vs MLM
+41.9%
+7.1%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -0.8% |
| 7D | +1.9% | -2.9% | +4.8% | +2.5% |
| 30D | -1.2% | -6.8% | +5.7% | +0.2% |
| 3M | +3.5% | -11.2% | +14.7% | +5.7% |
| 6M | -6.1% | -21.8% | +15.8% | -1.7% |
| YTD | +7.6% | -17.0% | +24.6% | +10.9% |
| 1Y | +11.9% | -16.4% | +28.3% | +15.1% |
| 3Y | +48.4% | +14.5% | +34.0% | +39.4% |
| All | +49.0% | +41.9% | +7.1% | +26.7% |
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