+18.0%
MLM vs FLR
+40.2%
-22.2%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.1% | -0.8% |
| 7D | -5.8% | +6.3% | -12.1% | -6.7% |
| 30D | +9.8% | +1.8% | +8.0% | +9.4% |
| 3M | -5.2% | -4.4% | -0.8% | -4.8% |
| 6M | -10.3% | +15.9% | -26.1% | -13.3% |
| YTD | -15.5% | +27.7% | -43.2% | -19.8% |
| 1Y | -15.0% | +11.6% | -26.7% | -17.8% |
| All | +18.0% | +40.2% | -22.2% | +0.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling