+18.5%
MLM vs FDS
-27.9%
+46.5%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.5% | +4.7% | +1.6% |
| 7D | -2.9% | -1.9% | -1.0% | -2.7% |
| 30D | -6.8% | +9.0% | -15.8% | -8.1% |
| 3M | -11.2% | +18.9% | -30.1% | -13.3% |
| 6M | -21.8% | +35.1% | -57.0% | -25.6% |
| YTD | -17.0% | +5.5% | -22.5% | -16.6% |
| 1Y | -16.4% | -16.8% | +0.4% | -9.5% |
| All | +18.5% | -27.9% | +46.5% | +29.7% |
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