+1,737.6%
FTI vs MLM
+1,401.4%
+336.3%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.1% |
| 7D | +5.4% | -2.0% | +7.4% | +6.4% |
| 30D | -8.2% | +9.5% | -17.7% | -12.9% |
| 3M | -13.7% | -4.7% | -9.0% | -12.3% |
| 6M | -11.2% | -10.7% | -0.5% | -8.1% |
| YTD | +46.0% | -16.6% | +62.6% | +54.6% |
| 1Y | +51.8% | -15.4% | +67.2% | +59.4% |
| 3Y | +206.7% | +15.9% | +190.8% | +168.7% |
| 5Y | +862.0% | +27.1% | +834.9% | +683.1% |
| 10Y | +182.3% | +142.3% | +39.9% | +59.4% |
| All | +1,737.6% | +1,401.4% | +336.3% | +292.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling