+1,664.8%
MLM vs FLR
+603.8%
+1,061.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.3% | +3.5% | +1.8% |
| 7D | -2.9% | +5.4% | -8.3% | -4.5% |
| 30D | -6.8% | +11.4% | -18.2% | -10.4% |
| 3M | -11.2% | +11.4% | -22.6% | -15.3% |
| 6M | -21.8% | +16.6% | -38.5% | -27.0% |
| YTD | -17.0% | +41.7% | -58.7% | -27.1% |
| 1Y | -16.4% | +35.4% | -51.8% | -26.1% |
| 3Y | +14.5% | +57.3% | -42.8% | -9.7% |
| 5Y | +41.7% | +241.0% | -199.2% | -16.5% |
| 10Y | +200.0% | +16.6% | +183.4% | +93.6% |
| All | +1,664.8% | +603.8% | +1,061.0% | +633.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling