+52.3%
MLM vs FRSH
-70.7%
+123.0%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.9% | -6.2% | -2.0% |
| 7D | -2.0% | -0.2% | -1.8% | -2.0% |
| 30D | +9.5% | -8.8% | +18.4% | +10.7% |
| 3M | -4.7% | +8.8% | -13.5% | -6.3% |
| 6M | -10.7% | +49.1% | -59.8% | -16.6% |
| YTD | -16.6% | +3.4% | -20.0% | -18.3% |
| 1Y | -15.4% | +8.8% | -24.2% | -17.9% |
| 3Y | +15.9% | -27.4% | +43.3% | +16.5% |
| 5Y | +27.1% | -66.4% | +93.6% | +28.1% |
| All | +52.3% | -70.7% | +123.0% | +55.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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