+181.2%
MLM vs FTV
+109.5%
+71.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.8% | -1.8% |
| 7D | -4.1% | +0.2% | -4.3% | -4.2% |
| 30D | +8.2% | +15.7% | -7.5% | -1.5% |
| 3M | -3.6% | +7.5% | -11.1% | -8.1% |
| 6M | -15.6% | +8.5% | -24.0% | -20.1% |
| YTD | -16.4% | +18.8% | -35.2% | -26.3% |
| 1Y | -14.3% | +28.5% | -42.9% | -28.4% |
| 3Y | +19.3% | +34.0% | -14.7% | -6.0% |
| 5Y | +29.6% | +12.6% | +17.0% | +13.6% |
| All | +181.2% | +109.5% | +71.7% | +31.9% |
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