+51.5%
MLM vs FRSH
-70.6%
+122.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.7% | +5.9% | +1.8% |
| 7D | -2.9% | -8.2% | +5.2% | -1.8% |
| 30D | -6.8% | +10.5% | -17.3% | -8.3% |
| 3M | -11.2% | +32.7% | -44.0% | -15.1% |
| 6M | -21.8% | +50.3% | -72.1% | -27.1% |
| YTD | -17.0% | +3.9% | -20.9% | -18.5% |
| 1Y | -16.4% | -2.2% | -14.2% | -17.3% |
| 3Y | +14.5% | -42.9% | +57.4% | +19.6% |
| All | +51.5% | -70.6% | +122.1% | +54.7% |
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