+303.6%
FTI vs MLM
+15.1%
+288.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.6% |
| 7D | +5.3% | -2.9% | +8.2% | +5.9% |
| 30D | +15.3% | -6.8% | +22.2% | +17.1% |
| 3M | +15.8% | -11.2% | +27.0% | +18.4% |
| 6M | +22.6% | -21.8% | +44.4% | +30.2% |
| YTD | +79.5% | -17.0% | +96.5% | +85.4% |
| 1Y | +102.0% | -16.4% | +118.4% | +107.3% |
| All | +303.6% | +15.1% | +288.5% | +317.2% |
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 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