+31.8%
MLM vs FND
-61.3%
+93.1%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.5% | +3.0% | +0.5% |
| 7D | -2.9% | +6.8% | -9.7% | -4.8% |
| 30D | +10.4% | +13.1% | -2.6% | +6.3% |
| 3M | -3.7% | -13.1% | +9.3% | -0.2% |
| 6M | -10.3% | -0.6% | -9.7% | -11.3% |
| YTD | -14.8% | -15.5% | +0.7% | -12.3% |
| 1Y | -13.9% | -13.7% | -0.2% | -12.1% |
| 3Y | +18.4% | -35.0% | +53.4% | +23.8% |
| 5Y | +31.8% | -60.1% | +91.9% | +53.1% |
| All | +31.8% | -61.3% | +93.1% | +53.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling