-52.7%
FPS vs MLM
-5.0%
-47.7%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.9% | -5.2% | -13.7% | -18.4% |
| 7D | -35.8% | -1.2% | -34.5% | -34.6% |
| 30D | -56.0% | +7.9% | -63.9% | -55.5% |
| 3M | -52.7% | -4.5% | -48.2% | -48.9% |
| All | -52.7% | -5.0% | -47.7% | -48.9% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling