-0.1%
FFIV vs MLM
-7.8%
+7.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.4% | -2.8% | +0.1% |
| 7D | -9.8% | +9.1% | -18.9% | -8.3% |
| 30D | -28.1% | +14.6% | -42.7% | -26.4% |
| 3M | -20.0% | +0.3% | -20.3% | -19.5% |
| 6M | -0.1% | -7.5% | +7.4% | -1.0% |
| All | -0.1% | -7.8% | +7.7% | -1.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling