+25.7%
MLM vs FDS
-22.8%
+48.5%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.7% | +1.9% | -0.8% |
| 7D | -4.1% | -0.5% | -3.6% | -4.0% |
| 30D | +8.2% | +20.2% | -12.0% | +3.0% |
| 3M | -3.6% | +19.9% | -23.4% | -8.6% |
| 6M | -15.6% | +56.2% | -71.7% | -26.8% |
| YTD | -16.4% | +14.6% | -31.0% | -19.7% |
| 1Y | -14.3% | +31.6% | -45.9% | -23.0% |
| 3Y | +19.3% | -23.8% | +43.1% | +35.3% |
| All | +25.7% | -22.8% | +48.5% | +38.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling