+18.4%
MLM vs FTV
+38.5%
-20.1%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.5% | -1.0% |
| 7D | -2.9% | +1.4% | -4.2% | -3.5% |
| 30D | +10.4% | +18.3% | -7.9% | +1.8% |
| 3M | -3.7% | +9.8% | -13.5% | -8.0% |
| 6M | -10.3% | +12.3% | -22.6% | -15.2% |
| YTD | -14.8% | +23.1% | -37.9% | -23.2% |
| 1Y | -13.9% | +32.5% | -46.4% | -25.2% |
| 3Y | +18.4% | +38.3% | -20.0% | -1.2% |
| All | +18.4% | +38.5% | -20.1% | -1.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling