+181.2%
MLM vs FCUV
-99.3%
+280.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.9% | +1.0% | -1.8% |
| 7D | -4.1% | -13.0% | +8.8% | -4.1% |
| 30D | +8.2% | -36.9% | +45.1% | +8.2% |
| 3M | -3.6% | -65.3% | +61.8% | -3.6% |
| 6M | -15.6% | -32.9% | +17.3% | -15.7% |
| YTD | -16.4% | -91.2% | +74.8% | -16.3% |
| 1Y | -14.3% | -98.2% | +83.9% | -13.9% |
| 3Y | +19.3% | -99.6% | +118.9% | +19.6% |
| 5Y | +29.6% | -99.9% | +129.4% | +30.1% |
| All | +181.2% | -99.3% | +280.5% | +175.1% |
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