-17.9%
MLM vs FCUV
-93.2%
+75.3%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -65.2% | +64.7% | -0.8% |
| 7D | +1.4% | -47.9% | +49.3% | +1.3% |
| 30D | -6.5% | +13.7% | -20.2% | -6.2% |
| 3M | -7.4% | +97.0% | -104.4% | -5.0% |
| 6M | -15.8% | -66.1% | +50.3% | -12.7% |
| YTD | -17.4% | -81.8% | +64.3% | -13.9% |
| 1Y | -17.9% | -93.3% | +75.4% | -13.6% |
| All | -17.9% | -93.2% | +75.3% | -13.6% |
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