+4.4%
FICO vs MLM
+15.1%
-10.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +1.1% | -17.8% | -17.1% |
| 7D | -19.2% | -2.9% | -16.3% | -18.4% |
| 30D | -14.6% | -6.8% | -7.8% | -12.5% |
| 3M | -20.1% | -11.2% | -8.9% | -16.9% |
| 6M | -36.3% | -21.8% | -14.5% | -31.0% |
| YTD | -44.9% | -17.0% | -27.9% | -42.0% |
| 1Y | -38.6% | -16.4% | -22.3% | -35.8% |
| All | +4.4% | +15.1% | -10.7% | -8.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling