+236.6%
FITB vs MLM
+167.5%
+69.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.5% | 0.0% | +0.9% |
| 7D | -1.1% | -3.8% | +2.7% | +1.3% |
| 30D | +7.3% | +11.0% | -3.7% | +0.3% |
| 3M | -4.0% | -3.1% | -0.9% | -2.6% |
| 6M | +11.9% | -9.8% | +21.7% | +17.5% |
| YTD | +19.0% | -14.4% | +33.4% | +27.7% |
| 1Y | +31.0% | -12.6% | +43.6% | +38.7% |
| 3Y | +143.8% | +19.7% | +124.0% | +104.9% |
| 5Y | +48.9% | +29.8% | +19.1% | +15.5% |
| 10Y | +236.6% | +153.5% | +83.1% | +57.3% |
| All | +236.6% | +167.5% | +69.2% | +57.3% |
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