+581.0%
FE vs MLM
+2,042.0%
-1,461.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.2% | +5.0% | +0.9% |
| 7D | +0.6% | -1.2% | +1.8% | +0.8% |
| 30D | +6.4% | +7.9% | -1.5% | +4.7% |
| 3M | -0.5% | -4.5% | +4.0% | +0.3% |
| 6M | +4.7% | -12.6% | +17.4% | +7.1% |
| YTD | +8.4% | -14.9% | +23.2% | +11.1% |
| 1Y | +7.2% | -13.1% | +20.3% | +9.4% |
| 3Y | +44.9% | +21.2% | +23.7% | +36.7% |
| 5Y | +46.3% | +32.0% | +14.3% | +33.9% |
| 10Y | +110.3% | +195.3% | -85.1% | +57.3% |
| All | +581.0% | +2,042.0% | -1,461.0% | +234.8% |
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