+3,062.3%
MLM vs FDS
+10,727.5%
-7,665.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.5% | -4.7% | -5.0% |
| 7D | -1.2% | +6.4% | -7.6% | -3.1% |
| 30D | +7.9% | +25.2% | -17.2% | +0.7% |
| 3M | -4.5% | +22.9% | -27.4% | -10.9% |
| 6M | -12.6% | +56.5% | -69.2% | -25.6% |
| YTD | -14.9% | +19.0% | -33.8% | -22.0% |
| 1Y | -13.1% | +32.7% | -45.8% | -23.4% |
| 3Y | +21.2% | -20.4% | +41.6% | +24.1% |
| 5Y | +32.0% | -19.6% | +51.6% | +34.3% |
| 10Y | +195.3% | +148.5% | +46.8% | +111.0% |
| All | +3,062.3% | +10,727.5% | -7,665.2% | +1,065.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling