+92.9%
FFIV vs MLM
+41.9%
+51.0%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.6% | -0.9% |
| 7D | -1.0% | -2.9% | +2.0% | +0.2% |
| 30D | -5.1% | -6.8% | +1.8% | -2.4% |
| 3M | -4.5% | -11.2% | +6.8% | -0.6% |
| 6M | +36.5% | -21.8% | +58.3% | +50.0% |
| YTD | +53.0% | -17.0% | +69.9% | +62.1% |
| 1Y | +24.2% | -16.4% | +40.6% | +31.1% |
| 3Y | +137.2% | +14.5% | +122.7% | +110.1% |
| All | +92.9% | +41.9% | +51.0% | +49.5% |
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