+154.9%
MLM vs FND
+76.3%
+78.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.1% | -1.6% | +1.3% |
| 7D | -3.8% | +8.5% | -12.4% | -6.2% |
| 30D | +11.0% | +17.2% | -6.2% | +5.8% |
| 3M | -3.1% | -14.9% | +11.9% | +1.0% |
| 6M | -9.8% | +3.1% | -12.9% | -11.7% |
| YTD | -14.4% | -12.4% | -1.9% | -12.8% |
| 1Y | -12.6% | -10.0% | -2.6% | -11.9% |
| 3Y | +19.7% | -31.3% | +51.1% | +24.3% |
| 5Y | +29.8% | -60.3% | +90.1% | +50.2% |
| All | +154.9% | +76.3% | +78.6% | +87.6% |
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