+192.3%
FN vs MLM
+40.7%
+151.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +2.4% | -8.3% | -7.3% |
| 7D | -7.0% | +9.1% | -16.1% | -12.2% |
| 30D | -24.7% | +14.6% | -39.4% | -31.3% |
| 3M | -35.7% | +0.3% | -36.0% | -36.3% |
| 6M | -52.4% | -7.5% | -44.9% | -51.2% |
| YTD | -25.0% | -10.2% | -14.7% | -21.9% |
| 1Y | -25.7% | -10.5% | -15.2% | -22.3% |
| 3Y | +110.2% | +27.8% | +82.4% | +74.7% |
| 5Y | +192.3% | +38.9% | +153.4% | +121.0% |
| All | +192.3% | +40.7% | +151.7% | +121.0% |
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