+127.8%
FFIV vs MLM
+185.4%
-57.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | +0.3% |
| 7D | -8.1% | -4.1% | -4.0% | -6.8% |
| 30D | -33.4% | +8.2% | -41.6% | -35.5% |
| 3M | -24.7% | -3.6% | -21.2% | -24.2% |
| 6M | -8.8% | -15.6% | +6.7% | -4.5% |
| YTD | +21.8% | -16.4% | +38.2% | +27.2% |
| 1Y | +25.3% | -14.3% | +39.6% | +29.6% |
| 3Y | +101.2% | +19.3% | +81.8% | +83.0% |
| 5Y | +40.2% | +29.6% | +10.6% | +21.6% |
| All | +127.8% | +185.4% | -57.6% | +48.3% |
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 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