+3,433.3%
FISV vs MLM
+2,961.7%
+471.6%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.1% |
| 7D | -0.3% | -2.9% | +2.6% | +0.6% |
| 30D | -2.1% | -6.8% | +4.8% | +0.1% |
| 3M | -5.7% | -11.2% | +5.5% | -2.4% |
| 6M | -15.3% | -21.8% | +6.5% | -9.0% |
| YTD | -21.1% | -17.0% | -4.1% | -17.2% |
| 1Y | -61.1% | -16.4% | -44.7% | -59.3% |
| 3Y | -56.8% | +14.5% | -71.3% | -59.8% |
| 5Y | -54.2% | +41.7% | -95.9% | -60.6% |
| 10Y | +1.6% | +200.0% | -198.5% | -34.6% |
| All | +3,433.3% | +2,961.7% | +471.6% | +1,011.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling