+180.2%
FTI vs MLM
+167.5%
+12.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.5% | -1.7% | -0.6% |
| 7D | -4.3% | -3.8% | -0.5% | -2.4% |
| 30D | -8.0% | +11.0% | -19.0% | -13.7% |
| 3M | -8.0% | -3.1% | -5.0% | -7.3% |
| 6M | -8.7% | -9.8% | +1.1% | -5.8% |
| YTD | +43.9% | -14.4% | +58.2% | +50.9% |
| 1Y | +49.8% | -12.6% | +62.4% | +55.0% |
| 3Y | +211.7% | +19.7% | +192.0% | +160.2% |
| 5Y | +781.6% | +29.8% | +751.8% | +578.5% |
| 10Y | +180.2% | +153.5% | +26.6% | +31.1% |
| All | +180.2% | +167.5% | +12.7% | +31.1% |
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