+101.7%
FICO vs MLM
+41.9%
+59.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +1.1% | -17.8% | -17.2% |
| 7D | -19.2% | -2.9% | -16.3% | -18.1% |
| 30D | -14.6% | -6.8% | -7.8% | -11.7% |
| 3M | -20.1% | -11.2% | -8.9% | -15.6% |
| 6M | -36.3% | -21.8% | -14.5% | -28.7% |
| YTD | -44.9% | -17.0% | -27.9% | -40.7% |
| 1Y | -38.6% | -16.4% | -22.3% | -34.5% |
| 3Y | +4.0% | +14.5% | -10.5% | -10.9% |
| All | +101.7% | +41.9% | +59.7% | +42.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling