+138.8%
MLM vs FLR
+7.4%
+131.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.5% |
| 7D | -0.9% | +5.4% | -6.3% | -2.0% |
| 30D | +9.0% | +2.8% | +6.2% | +8.1% |
| 3M | -5.6% | -6.4% | +0.8% | -4.7% |
| 6M | -10.7% | +8.8% | -19.5% | -13.5% |
| YTD | -17.2% | +23.6% | -40.8% | -22.6% |
| 1Y | -14.2% | +13.8% | -28.0% | -18.4% |
| 3Y | +15.6% | +36.5% | -20.9% | +0.4% |
| 5Y | +26.2% | +119.3% | -93.1% | -4.3% |
| All | +138.8% | +7.4% | +131.4% | +61.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 10y: compounded portfolio wealth divided by compounded FLR 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…
10y analysis · Full analysis span regression · 6 months rolling