+43.5%
MLM vs FDS
-17.4%
+60.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.5% | +4.7% | +2.1% |
| 7D | -2.9% | -1.9% | -1.0% | -2.5% |
| 30D | -6.8% | +9.0% | -15.8% | -9.2% |
| 3M | -11.2% | +18.9% | -30.1% | -15.7% |
| 6M | -21.8% | +35.1% | -57.0% | -29.5% |
| YTD | -17.0% | +5.5% | -22.5% | -18.3% |
| 1Y | -16.4% | -16.8% | +0.4% | -9.1% |
| 3Y | +14.5% | -28.1% | +42.5% | +30.8% |
| All | +43.5% | -17.4% | +60.9% | +61.4% |
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 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