+2,617.7%
FTAI vs MLM
+274.8%
+2,342.9%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +2.5% | +7.8% | +9.0% |
| 7D | +0.5% | -3.8% | +4.4% | +2.5% |
| 30D | +17.0% | +11.0% | +6.0% | +11.2% |
| 3M | -7.8% | -3.1% | -4.8% | -6.3% |
| 6M | -26.2% | -9.8% | -16.4% | -22.5% |
| YTD | +1.6% | -14.4% | +15.9% | +9.8% |
| 1Y | +22.2% | -12.6% | +34.7% | +30.7% |
| 3Y | +415.7% | +19.7% | +395.9% | +366.2% |
| 5Y | +932.0% | +29.8% | +902.3% | +781.2% |
| 10Y | +3,000.8% | +153.5% | +2,847.3% | +1,683.2% |
| All | +2,617.7% | +274.8% | +2,342.9% | +1,309.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling