+28.9%
FITB vs MLM
-16.0%
+44.9%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.5% |
| 7D | +0.8% | -2.0% | +2.8% | +1.5% |
| 30D | +7.3% | +9.5% | -2.2% | +4.2% |
| 3M | -6.3% | -4.7% | -1.6% | -5.0% |
| 6M | +12.6% | -10.7% | +23.3% | +16.0% |
| YTD | +18.0% | -16.6% | +34.5% | +19.2% |
| 1Y | +28.9% | -15.4% | +44.3% | +28.0% |
| All | +28.9% | -16.0% | +44.9% | +28.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling