-83.7%
FIG vs MLM
-7.4%
-76.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.8% | +3.8% | +2.1% |
| 7D | -13.1% | -4.1% | -9.0% | -12.6% |
| 30D | -13.0% | +8.2% | -21.2% | -12.1% |
| 3M | -21.5% | -3.6% | -17.9% | -21.3% |
| 6M | -2.5% | -15.6% | +13.1% | -4.4% |
| YTD | -49.7% | -16.4% | -33.2% | -49.7% |
| 1Y | -59.1% | -14.3% | -44.7% | -58.7% |
| All | -83.7% | -7.4% | -76.3% | -78.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling