+32.0%
MLM vs FDS
-19.3%
+51.3%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.5% | -4.7% | -5.0% |
| 7D | -1.2% | +6.4% | -7.6% | -2.8% |
| 30D | +7.9% | +25.2% | -17.2% | +1.7% |
| 3M | -4.5% | +22.9% | -27.4% | -10.0% |
| 6M | -12.6% | +56.5% | -69.2% | -24.2% |
| YTD | -14.9% | +19.0% | -33.8% | -19.0% |
| 1Y | -13.1% | +32.7% | -45.8% | -21.6% |
| 3Y | +21.2% | -20.4% | +41.6% | +35.6% |
| 5Y | +32.0% | -19.6% | +51.6% | +43.9% |
| All | +32.0% | -19.3% | +51.3% | +43.9% |
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