+55.5%
MLM vs FRSH
-72.5%
+128.0%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.4% |
| 7D | -2.9% | -16.0% | +13.2% | -0.5% |
| 30D | +10.4% | -14.7% | +25.1% | +12.7% |
| 3M | -3.7% | -0.8% | -2.9% | -4.1% |
| 6M | -10.3% | +34.5% | -44.8% | -14.9% |
| YTD | -14.8% | -3.0% | -11.8% | -15.8% |
| 1Y | -13.9% | +4.9% | -18.7% | -16.0% |
| 3Y | +18.4% | -31.9% | +50.3% | +20.0% |
| 5Y | +31.8% | -68.7% | +100.5% | +34.1% |
| All | +55.5% | -72.5% | +128.0% | +59.8% |
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