-23.8%
FICO vs MLM
+20.9%
-44.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -5.2% | +6.1% | +2.9% |
| 7D | -0.3% | -1.2% | +1.0% | 0.0% |
| 30D | +1.7% | +7.9% | -6.2% | -1.4% |
| 3M | -35.2% | -4.5% | -30.7% | -34.4% |
| 6M | -33.7% | -12.6% | -21.0% | -31.0% |
| YTD | -58.2% | -14.9% | -43.3% | -56.6% |
| 1Y | -56.6% | -13.1% | -43.5% | -55.3% |
| All | -23.8% | +20.9% | -44.7% | -34.8% |
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