+47.7%
MLM vs FGI
-70.3%
+118.1%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | 0.0% | -5.1% | -5.2% |
| 7D | -1.2% | -11.6% | +10.4% | -1.1% |
| 30D | +7.9% | -3.3% | +11.2% | +7.9% |
| 3M | -4.5% | +65.6% | -70.0% | -5.6% |
| 6M | -12.6% | -2.8% | -9.9% | -13.2% |
| YTD | -14.9% | +30.1% | -45.0% | -16.2% |
| 1Y | -13.1% | +50.2% | -63.2% | -14.7% |
| 3Y | +21.2% | -0.4% | +21.7% | +19.2% |
| All | +47.7% | -70.3% | +118.1% | +47.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling