+18.5%
MLM vs FTV
-3.2%
+21.7%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.6% |
| 7D | -2.9% | -4.5% | +1.6% | -0.7% |
| 30D | -6.8% | -7.1% | +0.2% | -3.5% |
| 3M | -11.2% | -7.2% | -4.1% | -8.0% |
| 6M | -21.8% | -1.5% | -20.3% | -21.3% |
| YTD | -17.0% | +3.5% | -20.4% | -18.6% |
| 1Y | -16.4% | +20.3% | -36.7% | -24.2% |
| All | +18.5% | -3.2% | +21.7% | +19.3% |
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 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