+146.5%
MLM vs FND
+57.9%
+88.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | -0.1% |
| 7D | -0.9% | -6.8% | +6.0% | +1.1% |
| 30D | +9.0% | +8.0% | +1.0% | +6.4% |
| 3M | -5.6% | -18.9% | +13.4% | -0.2% |
| 6M | -10.7% | +4.7% | -15.4% | -12.9% |
| YTD | -17.2% | -21.6% | +4.4% | -13.0% |
| 1Y | -14.2% | -22.0% | +7.8% | -9.9% |
| 3Y | +15.6% | -40.4% | +56.1% | +25.0% |
| 5Y | +26.2% | -63.8% | +90.0% | +50.0% |
| All | +146.5% | +57.9% | +88.7% | +87.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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