-38.4%
FIS vs MLM
+20.9%
-59.3%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.2% | +3.9% | +0.1% |
| 7D | -21.2% | -1.2% | -19.9% | -21.1% |
| 30D | -12.1% | +7.9% | -20.0% | -14.1% |
| 3M | -30.6% | -4.5% | -26.1% | -30.0% |
| 6M | -35.5% | -12.6% | -22.8% | -33.6% |
| YTD | -54.4% | -14.9% | -39.5% | -52.9% |
| 1Y | -52.9% | -13.1% | -39.8% | -51.7% |
| All | -38.4% | +20.9% | -59.3% | -46.8% |
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