+349.6%
MLM vs FCUV
-87.2%
+436.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -13.7% | +14.8% | +1.2% |
| 7D | -2.9% | +62.8% | -65.7% | -2.9% |
| 30D | -6.8% | +66.5% | -73.3% | -6.9% |
| 3M | -11.2% | +459.9% | -471.2% | -11.5% |
| 6M | -21.8% | -12.4% | -9.5% | -21.8% |
| YTD | -17.0% | -47.5% | +30.6% | -16.9% |
| 1Y | -16.4% | -80.5% | +64.1% | -16.2% |
| 3Y | +14.5% | -97.6% | +112.1% | +14.7% |
| 5Y | +41.7% | -99.5% | +141.3% | +42.1% |
| 10Y | +200.0% | -95.8% | +295.8% | +200.8% |
| All | +349.6% | -87.2% | +436.8% | +349.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling