-62.2%
FIS vs MLM
+41.9%
-104.2%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.1% | -1.3% |
| 7D | +1.1% | -2.9% | +4.0% | +2.2% |
| 30D | -2.2% | -6.8% | +4.6% | +0.3% |
| 3M | +2.1% | -11.2% | +13.4% | +6.3% |
| 6M | -14.7% | -21.8% | +7.2% | -7.2% |
| YTD | -35.7% | -17.0% | -18.7% | -32.1% |
| 1Y | -37.1% | -16.4% | -20.7% | -33.8% |
| 3Y | -20.0% | +14.5% | -34.5% | -28.5% |
| All | -62.2% | +41.9% | -104.2% | -70.7% |
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