+56.3%
MLM vs FRSH
-72.2%
+128.6%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.8% | +3.3% | +2.6% |
| 7D | -3.8% | -15.5% | +11.6% | -1.6% |
| 30D | +11.0% | -13.7% | +24.7% | +13.1% |
| 3M | -3.1% | +1.4% | -4.5% | -3.7% |
| 6M | -9.8% | +36.0% | -45.8% | -14.6% |
| YTD | -14.4% | -2.0% | -12.4% | -15.5% |
| 1Y | -12.6% | +7.3% | -19.9% | -15.0% |
| 3Y | +19.7% | -29.6% | +49.3% | +20.7% |
| 5Y | +29.8% | -69.2% | +99.0% | +32.1% |
| All | +56.3% | -72.2% | +128.6% | +60.4% |
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