-37.4%
FISV vs MLM
+25.7%
-63.1%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.7% | +4.4% | +4.0% |
| 7D | +1.4% | -0.9% | +2.3% | +1.8% |
| 30D | +38.4% | +9.0% | +29.4% | +33.8% |
| 3M | +14.9% | -5.6% | +20.5% | +17.1% |
| 6M | +21.8% | -10.7% | +32.5% | +25.9% |
| YTD | -5.0% | -17.2% | +12.1% | 0.0% |
| 1Y | -1.2% | -14.2% | +13.1% | +2.5% |
| 3Y | -47.5% | +15.6% | -63.1% | -53.7% |
| All | -37.4% | +25.7% | -63.1% | -48.8% |
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 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