-22.6%
FPS vs MLM
-17.0%
-5.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +2.4% | -19.7% | -17.7% |
| 7D | -23.3% | +9.1% | -32.5% | -25.1% |
| 30D | -42.4% | +14.6% | -57.1% | -44.7% |
| 3M | -43.0% | +0.3% | -43.3% | -42.5% |
| 6M | -44.5% | -7.5% | -37.0% | -42.2% |
| All | -22.6% | -17.0% | -5.6% | -16.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling