+204.8%
MLM vs FTV
+119.2%
+85.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -4.3% | -0.9% | -2.4% |
| 7D | -1.2% | -0.6% | -0.6% | -0.8% |
| 30D | +7.9% | +13.0% | -5.1% | -0.1% |
| 3M | -4.5% | +6.8% | -11.2% | -8.5% |
| 6M | -12.6% | +8.0% | -20.7% | -17.0% |
| YTD | -14.9% | +18.9% | -33.8% | -24.8% |
| 1Y | -13.1% | +30.8% | -43.9% | -28.0% |
| 3Y | +21.2% | +33.4% | -12.1% | -3.6% |
| 5Y | +32.0% | +12.7% | +19.3% | +16.0% |
| 10Y | +195.3% | +111.6% | +83.8% | +72.1% |
| All | +204.8% | +119.2% | +85.6% | +78.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling