-13.4%
MLM vs FCUV
-98.1%
+84.7%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.6% | +4.1% | +2.5% |
| 7D | -3.8% | -15.4% | +11.6% | -3.9% |
| 30D | +11.0% | -32.9% | +43.9% | +10.8% |
| 3M | -3.1% | -46.2% | +43.1% | -3.0% |
| 6M | -9.8% | -30.0% | +20.2% | -7.4% |
| YTD | -14.4% | -91.4% | +77.0% | -9.8% |
| All | -13.4% | -98.1% | +84.7% | -6.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling