+289.3%
FN vs MLM
+41.9%
+247.4%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.1% | +2.0% | +2.4% |
| 7D | -1.7% | -2.9% | +1.2% | +0.1% |
| 30D | -22.0% | -6.8% | -15.2% | -18.6% |
| 3M | -43.0% | -11.2% | -31.8% | -39.7% |
| 6M | -27.7% | -21.8% | -5.9% | -16.4% |
| YTD | -10.5% | -17.0% | +6.5% | -1.5% |
| 1Y | +12.5% | -16.4% | +28.9% | +23.0% |
| 3Y | +153.8% | +14.5% | +139.3% | +126.9% |
| All | +289.3% | +41.9% | +247.4% | +203.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling