-18.5%
FIS vs MLM
+15.1%
-33.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.1% | -1.2% |
| 7D | +1.1% | -2.9% | +4.0% | +1.9% |
| 30D | -2.2% | -6.8% | +4.6% | -0.4% |
| 3M | +2.1% | -11.2% | +13.4% | +5.1% |
| 6M | -14.7% | -21.8% | +7.2% | -9.0% |
| YTD | -35.7% | -17.0% | -18.7% | -32.9% |
| 1Y | -37.1% | -16.4% | -20.7% | -34.6% |
| All | -18.5% | +15.1% | -33.7% | -27.1% |
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 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