+291.7%
FITB vs MLM
+199.9%
+91.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.9% |
| 7D | +0.6% | -2.9% | +3.5% | +2.4% |
| 30D | -4.7% | -6.8% | +2.1% | -0.7% |
| 3M | +6.7% | -11.2% | +17.9% | +13.6% |
| 6M | +12.6% | -21.8% | +34.4% | +29.5% |
| YTD | +19.1% | -17.0% | +36.1% | +30.6% |
| 1Y | +22.6% | -16.4% | +39.0% | +33.5% |
| 3Y | +127.1% | +14.5% | +112.6% | +96.3% |
| 5Y | +71.8% | +41.7% | +30.1% | +25.9% |
| All | +291.7% | +199.9% | +91.8% | +84.0% |
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