+148.7%
MLM vs FND
+69.4%
+79.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.7% |
| 7D | -4.1% | +7.7% | -11.8% | -6.2% |
| 30D | +8.2% | +11.9% | -3.7% | +4.5% |
| 3M | -3.6% | -14.6% | +11.0% | +0.3% |
| 6M | -15.6% | +0.5% | -16.0% | -16.8% |
| YTD | -16.4% | -15.8% | -0.6% | -14.0% |
| 1Y | -14.3% | -12.9% | -1.4% | -12.8% |
| 3Y | +19.3% | -34.2% | +53.5% | +25.3% |
| 5Y | +29.6% | -61.6% | +91.1% | +51.4% |
| All | +148.7% | +69.4% | +79.3% | +85.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling