-51.1%
FIS vs MLM
-11.4%
-39.7%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | +2.4% | -26.0% | -24.0% |
| 7D | -18.4% | +9.1% | -27.6% | -19.7% |
| 30D | -11.4% | +14.6% | -26.0% | -13.5% |
| 3M | -32.0% | +0.3% | -32.3% | -32.3% |
| 6M | -35.6% | -7.5% | -28.1% | -35.4% |
| YTD | -53.8% | -10.2% | -43.6% | -53.2% |
| 1Y | -51.1% | -10.5% | -40.6% | -50.5% |
| All | -51.1% | -11.4% | -39.7% | -50.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling