+81.3%
FN vs MLM
+20.9%
+60.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -5.2% | -9.1% | -11.1% |
| 7D | -16.0% | -1.2% | -14.7% | -15.3% |
| 30D | -40.1% | +7.9% | -48.0% | -43.2% |
| 3M | -43.9% | -4.5% | -39.4% | -42.5% |
| 6M | -55.6% | -12.6% | -43.0% | -52.2% |
| YTD | -35.7% | -14.9% | -20.8% | -30.3% |
| 1Y | -39.8% | -13.1% | -26.8% | -35.7% |
| All | +81.3% | +20.9% | +60.4% | +46.8% |
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 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