+206.1%
MLM vs FDS
+84.7%
+121.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.5% | +4.7% | +2.5% |
| 7D | -2.9% | -1.9% | -1.0% | -2.3% |
| 30D | -6.8% | +9.0% | -15.8% | -10.1% |
| 3M | -11.2% | +18.9% | -30.1% | -17.8% |
| 6M | -21.8% | +35.1% | -57.0% | -32.6% |
| YTD | -17.0% | +5.5% | -22.5% | -20.9% |
| 1Y | -16.4% | -16.8% | +0.4% | -11.8% |
| 3Y | +14.5% | -28.1% | +42.5% | +27.5% |
| 5Y | +41.7% | -17.4% | +59.2% | +45.4% |
| All | +206.1% | +84.7% | +121.5% | +100.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 10y: compounded portfolio wealth divided by compounded FDS 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…
10y analysis · Full analysis span regression · 6 months rolling