+26.3%
FISV vs MLM
+185.4%
-159.1%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.1% | +0.9% |
| 7D | +25.7% | -4.1% | +29.8% | +27.5% |
| 30D | +38.8% | +8.2% | +30.6% | +34.7% |
| 3M | +16.2% | -3.6% | +19.8% | +17.5% |
| 6M | +12.1% | -15.6% | +27.6% | +18.3% |
| YTD | -6.4% | -16.4% | +10.0% | -1.6% |
| 1Y | +2.0% | -14.3% | +16.4% | +6.2% |
| 3Y | -47.4% | +19.3% | -66.8% | -52.7% |
| 5Y | -37.3% | +29.6% | -66.9% | -46.5% |
| All | +26.3% | +185.4% | -159.1% | -21.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling