+52.5%
MLM vs FRSH
-72.0%
+124.5%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.6% | +2.8% | -1.2% |
| 7D | -4.1% | -17.7% | +13.6% | -1.5% |
| 30D | +8.2% | -11.0% | +19.1% | +9.8% |
| 3M | -3.6% | +4.5% | -8.1% | -4.6% |
| 6M | -15.6% | +36.2% | -51.8% | -20.1% |
| YTD | -16.4% | -1.1% | -15.3% | -17.6% |
| 1Y | -14.3% | +11.6% | -26.0% | -17.2% |
| 3Y | +19.3% | -33.9% | +53.2% | +21.5% |
| 5Y | +29.6% | -68.4% | +98.0% | +31.6% |
| All | +52.5% | -72.0% | +124.5% | +56.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling