+847.0%
FTI vs MLM
+30.7%
+816.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.6% |
| 7D | +1.4% | -5.8% | +7.2% | +3.5% |
| 30D | -6.3% | +9.8% | -16.1% | -9.8% |
| 3M | -13.1% | -5.2% | -7.9% | -11.8% |
| 6M | -8.0% | -10.3% | +2.3% | -5.5% |
| YTD | +47.1% | -15.5% | +62.5% | +53.1% |
| 1Y | +50.7% | -15.0% | +65.7% | +56.4% |
| 3Y | +209.0% | +17.5% | +191.5% | +168.9% |
| 5Y | +847.0% | +30.5% | +816.4% | +668.8% |
| All | +847.0% | +30.7% | +816.3% | +668.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling