+140.5%
MLM vs FTV
+109.0%
+31.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.3% |
| 7D | -2.0% | +3.7% | -5.7% | -4.3% |
| 30D | +9.5% | +16.8% | -7.3% | -0.9% |
| 3M | -4.7% | +10.4% | -15.1% | -10.7% |
| 6M | -10.7% | +12.8% | -23.5% | -17.6% |
| YTD | -16.6% | +23.3% | -39.9% | -28.1% |
| 1Y | -15.4% | +31.0% | -46.4% | -30.1% |
| 3Y | +15.9% | +38.6% | -22.6% | -10.4% |
| 5Y | +27.1% | +17.6% | +9.6% | +8.5% |
| All | +140.5% | +109.0% | +31.5% | +30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 10y: compounded portfolio wealth divided by compounded FTV 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…
10y analysis · Full analysis span regression · 6 months rolling