+182.9%
FTI vs MLM
+185.4%
-2.5%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.8% | +5.0% | +4.1% |
| 7D | -7.6% | -4.1% | -3.5% | -5.7% |
| 30D | -7.1% | +8.2% | -15.3% | -11.5% |
| 3M | -8.7% | -3.6% | -5.1% | -7.7% |
| 6M | -14.0% | -15.6% | +1.6% | -7.9% |
| YTD | +42.8% | -16.4% | +59.3% | +51.7% |
| 1Y | +50.4% | -14.3% | +64.7% | +57.2% |
| 3Y | +194.1% | +19.3% | +174.8% | +146.2% |
| 5Y | +775.2% | +29.6% | +745.6% | +575.1% |
| All | +182.9% | +185.4% | -2.5% | +31.4% |
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