+502.1%
FICO vs MLM
+190.7%
+311.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -5.2% | +6.1% | +3.3% |
| 7D | -0.3% | -1.2% | +1.0% | +0.1% |
| 30D | +1.7% | +7.9% | -6.2% | -1.9% |
| 3M | -35.2% | -4.5% | -30.7% | -33.8% |
| 6M | -33.7% | -12.6% | -21.0% | -29.9% |
| YTD | -58.2% | -14.9% | -43.3% | -55.7% |
| 1Y | -56.6% | -13.1% | -43.5% | -54.5% |
| 3Y | -24.0% | +21.2% | -45.2% | -33.2% |
| 5Y | +86.1% | +32.0% | +54.1% | +54.1% |
| All | +502.1% | +190.7% | +311.3% | +241.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 10y: compounded portfolio wealth divided by compounded MLM 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…
10y analysis · Full analysis span regression · 6 months rolling