+655.5%
FN vs MLM
+190.7%
+464.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -5.2% | -9.1% | -11.9% |
| 7D | -16.0% | -1.2% | -14.7% | -15.5% |
| 30D | -40.1% | +7.9% | -48.0% | -42.4% |
| 3M | -43.9% | -4.5% | -39.4% | -43.0% |
| 6M | -55.6% | -12.6% | -43.0% | -53.5% |
| YTD | -35.7% | -14.9% | -20.8% | -31.8% |
| 1Y | -39.8% | -13.1% | -26.8% | -36.7% |
| 3Y | +80.3% | +21.2% | +59.0% | +64.2% |
| 5Y | +143.3% | +32.0% | +111.3% | +110.2% |
| All | +655.5% | +190.7% | +464.7% | +404.1% |
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