+315.4%
FTI vs MLM
+206.1%
+109.3%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.9% |
| 7D | +5.3% | -2.9% | +8.2% | +6.8% |
| 30D | +15.3% | -6.8% | +22.2% | +19.4% |
| 3M | +15.8% | -11.2% | +27.0% | +21.5% |
| 6M | +22.6% | -21.8% | +44.4% | +37.1% |
| YTD | +79.5% | -17.0% | +96.5% | +92.5% |
| 1Y | +102.0% | -16.4% | +118.4% | +114.5% |
| 3Y | +315.8% | +14.5% | +301.3% | +256.7% |
| 5Y | +1,129.5% | +41.7% | +1,087.8% | +800.0% |
| All | +315.4% | +206.1% | +109.3% | +97.2% |
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