+21.5%
MLM vs FTV
+33.3%
-11.7%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -4.3% | -0.9% | -3.0% |
| 7D | -1.2% | -0.6% | -0.6% | -0.8% |
| 30D | +7.9% | +13.0% | -5.1% | +1.8% |
| 3M | -4.5% | +6.8% | -11.2% | -7.4% |
| 6M | -12.6% | +8.0% | -20.7% | -15.8% |
| YTD | -14.9% | +18.9% | -33.8% | -21.9% |
| 1Y | -13.1% | +30.8% | -43.9% | -24.0% |
| All | +21.5% | +33.3% | -11.7% | +2.8% |
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