+181.2%
MLM vs FLR
+11.0%
+170.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.3% | -5.2% | -2.6% |
| 7D | -4.1% | -0.8% | -3.3% | -4.0% |
| 30D | +8.2% | -9.1% | +17.3% | +10.2% |
| 3M | -3.6% | -4.7% | +1.1% | -3.4% |
| 6M | -15.6% | -14.2% | -1.3% | -14.1% |
| YTD | -16.4% | +17.3% | -33.7% | -21.0% |
| 1Y | -14.3% | +4.3% | -18.6% | -17.1% |
| 3Y | +19.3% | +30.7% | -11.4% | +4.4% |
| 5Y | +29.6% | +101.3% | -71.7% | -0.3% |
| All | +181.2% | +11.0% | +170.2% | +71.6% |
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