+31.8%
MLM vs FTV
+16.7%
+15.1%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.5% | -1.1% |
| 7D | -2.9% | +1.4% | -4.2% | -3.6% |
| 30D | +10.4% | +18.3% | -7.9% | 0.0% |
| 3M | -3.7% | +9.8% | -13.5% | -9.0% |
| 6M | -10.3% | +12.3% | -22.6% | -16.4% |
| YTD | -14.8% | +23.1% | -37.9% | -25.6% |
| 1Y | -13.9% | +32.5% | -46.4% | -28.3% |
| 3Y | +18.4% | +38.3% | -20.0% | -7.7% |
| 5Y | +31.8% | +16.8% | +15.0% | +12.9% |
| All | +31.8% | +16.7% | +15.1% | +12.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling