+143.4%
MLM vs FLR
+10.4%
+133.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.6% |
| 7D | -2.9% | +5.1% | -8.0% | -3.9% |
| 30D | +10.4% | -0.5% | +10.9% | +10.3% |
| 3M | -3.7% | -3.5% | -0.3% | -3.4% |
| 6M | -10.3% | +16.5% | -26.7% | -14.4% |
| YTD | -14.8% | +27.3% | -42.1% | -20.9% |
| 1Y | -13.9% | +10.6% | -24.5% | -17.6% |
| 3Y | +18.4% | +39.4% | -21.0% | +2.4% |
| 5Y | +31.8% | +126.4% | -94.6% | -0.7% |
| 10Y | +143.4% | +8.4% | +135.0% | +64.0% |
| All | +143.4% | +10.4% | +133.1% | +64.0% |
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