+25.7%
MLM vs FCUV
-99.9%
+125.6%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +8.3% |
| 3M | -3.6% | -65.3% | +61.8% | -3.5% |
| 6M | -15.6% | -32.9% | +17.3% | -15.7% |
| YTD | -16.4% | -91.2% | +74.8% | -13.7% |
| 1Y | -14.3% | -98.2% | +83.9% | -8.2% |
| 3Y | +19.3% | -99.6% | +118.9% | +30.8% |
| All | +25.7% | -99.9% | +125.6% | +52.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling