+28.2%
MLM vs FGI
+2.3%
+25.8%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -5.0% | +7.3% | +2.4% |
| 7D | +9.1% | +3.3% | +5.8% | +9.1% |
| 30D | +14.6% | -2.0% | +16.7% | +14.6% |
| 3M | +0.3% | +60.3% | -60.0% | -0.3% |
| 6M | -7.5% | +0.7% | -8.2% | -7.8% |
| YTD | -10.2% | +30.2% | -40.4% | -10.9% |
| 1Y | -10.5% | +44.4% | -54.8% | -11.1% |
| All | +28.2% | +2.3% | +25.8% | +31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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