-14.3%
MLM vs FRSH
+3.3%
-17.6%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.5% | -0.8% |
| 7D | -5.8% | -8.9% | +3.1% | -5.5% |
| 30D | +9.8% | -13.2% | +23.1% | +10.2% |
| 3M | -5.2% | +0.9% | -6.1% | -5.4% |
| 6M | -10.3% | +40.3% | -50.6% | -11.7% |
| YTD | -15.5% | -1.4% | -14.1% | -15.8% |
| All | -14.3% | +3.3% | -17.6% | -15.2% |
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