-52.4%
FIS vs MLM
+138.2%
-190.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.7% | +4.9% | +4.4% |
| 7D | +2.8% | -0.9% | +3.7% | +3.1% |
| 30D | -16.7% | +9.0% | -25.7% | -19.5% |
| 3M | -32.3% | -5.6% | -26.7% | -31.2% |
| 6M | -29.1% | -10.7% | -18.4% | -26.9% |
| YTD | -54.1% | -17.2% | -37.0% | -51.8% |
| 1Y | -53.7% | -14.2% | -39.5% | -52.0% |
| 3Y | -38.8% | +15.6% | -54.5% | -44.0% |
| 5Y | -71.1% | +26.2% | -97.3% | -74.9% |
| All | -52.4% | +138.2% | -190.6% | -69.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling