+19.3%
MLM vs FND
-36.7%
+56.0%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.7% |
| 7D | -4.1% | +7.7% | -11.8% | -6.0% |
| 30D | +8.2% | +11.9% | -3.7% | +4.9% |
| 3M | -3.6% | -14.6% | +11.0% | -0.1% |
| 6M | -15.6% | +0.5% | -16.0% | -16.6% |
| YTD | -16.4% | -15.8% | -0.6% | -14.1% |
| 1Y | -14.3% | -12.9% | -1.4% | -12.8% |
| 3Y | +19.3% | -34.2% | +53.5% | +31.4% |
| All | +19.3% | -36.7% | +56.0% | +31.4% |
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