+1,709.5%
MLM vs FLR
+463.7%
+1,245.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -5.5% | +0.4% | -3.6% |
| 7D | -1.2% | -5.4% | +4.2% | +0.4% |
| 30D | +7.9% | -13.5% | +21.4% | +12.3% |
| 3M | -4.5% | -10.8% | +6.3% | -2.3% |
| 6M | -12.6% | -15.1% | +2.5% | -10.5% |
| YTD | -14.9% | +13.5% | -28.4% | -20.5% |
| 1Y | -13.1% | -5.1% | -7.9% | -14.6% |
| 3Y | +21.2% | +22.7% | -1.5% | +2.8% |
| 5Y | +32.0% | +94.8% | -62.8% | -7.2% |
| 10Y | +195.3% | +8.7% | +186.6% | +92.3% |
| All | +1,709.5% | +463.7% | +1,245.8% | +699.2% |
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