-32.8%
FPS vs MLM
-22.7%
-10.1%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -1.8% | +8.8% | +7.4% |
| 7D | -24.5% | -4.1% | -20.4% | -23.4% |
| 30D | -52.1% | +8.2% | -60.2% | -53.2% |
| 3M | -48.4% | -3.6% | -44.8% | -47.4% |
| 6M | -54.4% | -15.6% | -38.8% | -50.9% |
| All | -32.8% | -22.7% | -10.1% | -25.6% |
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