+197.3%
MLM vs FTV
+90.8%
+106.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.8% |
| 7D | -2.9% | -4.5% | +1.6% | -0.1% |
| 30D | -6.8% | -7.1% | +0.2% | -2.4% |
| 3M | -11.2% | -7.2% | -4.1% | -7.1% |
| 6M | -21.8% | -1.5% | -20.3% | -21.4% |
| YTD | -17.0% | +3.5% | -20.4% | -19.8% |
| 1Y | -16.4% | +20.3% | -36.7% | -27.1% |
| 3Y | +14.5% | -3.1% | +17.6% | +12.4% |
| 5Y | +41.7% | +2.3% | +39.4% | +32.3% |
| 10Y | +200.0% | +76.3% | +123.7% | +90.7% |
| All | +197.3% | +90.8% | +106.5% | +90.3% |
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 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