+18.5%
MLM vs FND
-49.4%
+68.0%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.6% | +0.7% |
| 7D | -2.9% | -5.2% | +2.3% | -1.6% |
| 30D | -6.8% | -19.9% | +13.1% | -1.5% |
| 3M | -11.2% | +2.7% | -14.0% | -12.3% |
| 6M | -21.8% | -21.7% | -0.2% | -17.9% |
| YTD | -17.0% | -17.5% | +0.5% | -14.0% |
| 1Y | -16.4% | -39.3% | +22.9% | -7.5% |
| All | +18.5% | -49.4% | +68.0% | +30.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling