-35.5%
FIS vs MLM
-12.5%
-22.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.2% | +3.9% | -0.3% |
| 7D | -21.2% | -1.2% | -19.9% | -21.2% |
| 30D | -12.1% | +7.9% | -20.0% | -14.0% |
| 3M | -30.6% | -4.5% | -26.1% | -30.4% |
| 6M | -35.5% | -12.6% | -22.8% | -36.6% |
| All | -35.5% | -12.5% | -22.9% | -36.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling