-13.9%
MLM vs FLR
+7.1%
-21.0%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.6% |
| 7D | -2.9% | +5.1% | -8.0% | -3.7% |
| 30D | +10.4% | -0.5% | +10.9% | +10.4% |
| 3M | -3.7% | -3.5% | -0.3% | -3.4% |
| 6M | -10.3% | +16.5% | -26.7% | -14.6% |
| YTD | -14.8% | +27.3% | -42.1% | -22.1% |
| 1Y | -13.9% | +10.6% | -24.5% | -18.5% |
| All | -13.9% | +7.1% | -21.0% | -18.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling