-71.9%
FIS vs MLM
+27.9%
-99.9%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.5% | -3.8% | -2.3% |
| 7D | -29.4% | -3.8% | -25.6% | -28.6% |
| 30D | -16.7% | +11.0% | -27.7% | -20.2% |
| 3M | -33.0% | -3.1% | -29.9% | -32.5% |
| 6M | -33.3% | -9.8% | -23.5% | -31.4% |
| YTD | -56.0% | -14.4% | -41.6% | -54.2% |
| 1Y | -54.6% | -12.6% | -42.0% | -53.2% |
| 3Y | -40.6% | +19.7% | -60.4% | -48.4% |
| 5Y | -71.9% | +29.8% | -101.7% | -77.4% |
| All | -71.9% | +27.9% | -99.9% | -77.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling