+26.5%
FFIV vs MLM
-14.6%
+41.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -5.2% | -0.3% | -5.4% |
| 7D | -14.2% | -1.2% | -13.0% | -14.1% |
| 30D | -33.6% | +7.9% | -41.6% | -33.6% |
| 3M | -24.2% | -4.5% | -19.7% | -23.9% |
| 6M | -8.3% | -12.6% | +4.4% | -7.2% |
| YTD | +22.1% | -14.9% | +37.0% | +21.4% |
| 1Y | +26.5% | -13.1% | +39.5% | +24.8% |
| All | +26.5% | -14.6% | +41.0% | +24.8% |
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 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