-83.6%
FIG vs MLM
-6.4%
-77.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.6% | +1.9% |
| 7D | -14.3% | -5.8% | -8.5% | -13.9% |
| 30D | -13.6% | +9.8% | -23.5% | -12.8% |
| 3M | -23.7% | -5.2% | -18.5% | -23.7% |
| 6M | -5.4% | -10.3% | +4.9% | -6.7% |
| YTD | -49.2% | -15.5% | -33.8% | -49.3% |
| 1Y | -57.4% | -15.0% | -42.3% | -57.6% |
| All | -83.6% | -6.4% | -77.2% | -78.5% |
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 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