-17.9%
MLM vs FRSH
-6.3%
-11.6%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.9% | +4.4% | -0.3% |
| 7D | +1.4% | -10.1% | +11.5% | +1.8% |
| 30D | -6.5% | +2.2% | -8.7% | -6.7% |
| 3M | -7.4% | +28.6% | -36.0% | -8.3% |
| 6M | -15.8% | +40.2% | -56.0% | -17.2% |
| YTD | -17.4% | -1.2% | -16.2% | -17.4% |
| 1Y | -17.9% | -7.9% | -10.0% | -17.2% |
| All | -17.9% | -6.3% | -11.6% | -17.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling