+21.5%
MLM vs FDS
-20.2%
+41.8%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.5% | -4.7% | -5.1% |
| 7D | -1.2% | +6.4% | -7.6% | -2.1% |
| 30D | +7.9% | +25.2% | -17.2% | +4.8% |
| 3M | -4.5% | +22.9% | -27.4% | -7.2% |
| 6M | -12.6% | +56.5% | -69.2% | -17.9% |
| YTD | -14.9% | +19.0% | -33.8% | -15.8% |
| 1Y | -13.1% | +32.7% | -45.8% | -16.8% |
| All | +21.5% | -20.2% | +41.8% | +32.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling