+19,023.5%
FICO vs MLM
+3,210.3%
+15,813.3%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.4% | -5.6% | -4.1% |
| 7D | +0.4% | +9.1% | -8.7% | -2.9% |
| 30D | +1.7% | +14.6% | -13.0% | -3.4% |
| 3M | -33.0% | +0.3% | -33.3% | -33.0% |
| 6M | -33.9% | -7.5% | -26.4% | -32.1% |
| YTD | -58.5% | -10.2% | -48.3% | -57.3% |
| 1Y | -56.4% | -10.5% | -45.9% | -55.0% |
| 3Y | -24.7% | +27.8% | -52.5% | -32.8% |
| 5Y | +83.1% | +38.9% | +44.2% | +57.3% |
| 10Y | +517.2% | +211.4% | +305.8% | +275.4% |
| All | +19,023.5% | +3,210.3% | +15,813.3% | +5,501.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling