+47.9%
MLM vs FRSH
-72.6%
+120.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | 0.0% |
| 7D | -1.3% | -11.2% | +9.9% | +0.4% |
| 30D | -9.1% | -0.8% | -8.3% | -9.2% |
| 3M | -9.0% | +26.4% | -35.4% | -12.4% |
| 6M | -17.0% | +48.4% | -65.4% | -22.5% |
| YTD | -19.0% | -3.1% | -15.9% | -19.7% |
| 1Y | -18.1% | -8.7% | -9.4% | -18.2% |
| 3Y | +16.7% | -45.8% | +62.5% | +22.8% |
| All | +47.9% | -72.6% | +120.5% | +52.5% |
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