+8.0%
FTAI vs MLM
-17.7%
+25.6%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.1% | -2.7% | -2.7% |
| 7D | -9.7% | -1.3% | -8.4% | -8.9% |
| 30D | -20.0% | -9.1% | -10.9% | -14.9% |
| 3M | -20.1% | -9.0% | -11.1% | -16.3% |
| 6M | -33.3% | -17.0% | -16.2% | -24.8% |
| YTD | -8.0% | -19.0% | +11.0% | +6.0% |
| 1Y | +8.0% | -18.1% | +26.0% | +23.6% |
| All | +8.0% | -17.7% | +25.6% | +23.6% |
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