+153.5%
MLM vs FTV
+113.3%
+40.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.6% | -0.2% | +0.8% |
| 7D | -3.8% | +0.4% | -4.2% | -4.0% |
| 30D | +11.0% | +17.2% | -6.2% | +0.3% |
| 3M | -3.1% | +8.9% | -11.9% | -8.4% |
| 6M | -9.8% | +11.3% | -21.1% | -16.0% |
| YTD | -14.4% | +21.9% | -36.3% | -25.7% |
| 1Y | -12.6% | +31.6% | -44.1% | -28.0% |
| 3Y | +19.7% | +38.1% | -18.3% | -7.4% |
| 5Y | +29.8% | +15.7% | +14.1% | +11.9% |
| 10Y | +153.5% | +107.5% | +46.1% | +33.9% |
| All | +153.5% | +113.3% | +40.2% | +33.9% |
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