+3,244.4%
FTAI vs MLM
+204.6%
+3,039.8%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.8% | +0.5% |
| 7D | +3.9% | +1.4% | +2.5% | +3.0% |
| 30D | -8.8% | -6.5% | -2.3% | -5.5% |
| 3M | -14.5% | -7.4% | -7.0% | -11.3% |
| 6M | -24.0% | -15.8% | -8.2% | -16.5% |
| YTD | +0.5% | -17.4% | +17.9% | +11.3% |
| 1Y | +19.1% | -17.9% | +37.0% | +31.7% |
| 3Y | +460.7% | +18.9% | +441.9% | +400.3% |
| 5Y | +947.3% | +43.4% | +903.9% | +724.5% |
| 10Y | +3,244.4% | +206.2% | +3,038.2% | +1,618.6% |
| All | +3,244.4% | +204.6% | +3,039.8% | +1,618.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling