+153.5%
MLM vs FCUV
-99.3%
+252.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.6% | +4.1% | +2.5% |
| 7D | -3.8% | -15.4% | +11.6% | -3.8% |
| 30D | +11.0% | -32.9% | +43.9% | +11.0% |
| 3M | -3.1% | -46.2% | +43.1% | -3.1% |
| 6M | -9.8% | -30.0% | +20.2% | -10.0% |
| YTD | -14.4% | -91.4% | +77.0% | -14.2% |
| 1Y | -12.6% | -98.1% | +85.5% | -12.1% |
| 3Y | +19.7% | -99.6% | +119.3% | +20.0% |
| 5Y | +29.8% | -99.9% | +129.6% | +30.3% |
| 10Y | +153.5% | -99.3% | +252.8% | +147.3% |
| All | +153.5% | -99.3% | +252.8% | +147.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FCUV.
Daily Out/Under-Performance
Portfolio return minus FCUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCUV 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 FCUV 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