+361.5%
FTAI vs MLM
+18.7%
+342.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -1.8% | +12.8% | +12.1% |
| 7D | -3.7% | -4.1% | +0.4% | -1.2% |
| 30D | +3.1% | +8.2% | -5.1% | -1.6% |
| 3M | -18.3% | -3.6% | -14.8% | -16.5% |
| 6M | -36.6% | -15.6% | -21.1% | -30.2% |
| YTD | -7.9% | -16.4% | +8.5% | +2.0% |
| 1Y | +12.0% | -14.3% | +26.3% | +22.4% |
| 3Y | +361.5% | +19.3% | +342.2% | +328.9% |
| All | +361.5% | +18.7% | +342.8% | +328.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling