+15.6%
MLM vs FCUV
-98.9%
+114.5%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +136.0% | -136.7% | -0.5% |
| 7D | -0.9% | +148.8% | -149.6% | -0.6% |
| 30D | +9.0% | +95.0% | -86.0% | +9.2% |
| 3M | -5.6% | +27.8% | -33.4% | -5.3% |
| 6M | -10.7% | +121.0% | -131.7% | -9.7% |
| YTD | -17.2% | -78.1% | +61.0% | -14.6% |
| 1Y | -14.2% | -94.3% | +80.0% | -10.3% |
| 3Y | +15.6% | -98.9% | +114.5% | +24.1% |
| All | +15.6% | -98.9% | +114.5% | +24.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling