+4,091.5%
FFIV vs MLM
+1,173.0%
+2,918.5%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -5.2% | -0.3% | -3.4% |
| 7D | -14.2% | -1.2% | -13.0% | -13.9% |
| 30D | -33.6% | +7.9% | -41.6% | -36.0% |
| 3M | -24.2% | -4.5% | -19.7% | -23.3% |
| 6M | -8.3% | -12.6% | +4.4% | -4.8% |
| YTD | +22.1% | -14.9% | +37.0% | +27.3% |
| 1Y | +26.5% | -13.1% | +39.5% | +30.6% |
| 3Y | +102.3% | +21.2% | +81.1% | +80.6% |
| 5Y | +40.6% | +32.0% | +8.6% | +19.4% |
| 10Y | +129.7% | +195.3% | -65.7% | +26.8% |
| All | +4,091.5% | +1,173.0% | +2,918.5% | +978.8% |
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