+127.8%
FITB vs MLM
+20.9%
+106.8%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.2% | +2.8% | 0.0% |
| 7D | -1.8% | -1.2% | -0.6% | -1.3% |
| 30D | +4.8% | +7.9% | -3.1% | +1.2% |
| 3M | -6.4% | -4.5% | -2.0% | -4.8% |
| 6M | +7.9% | -12.6% | +20.6% | +13.8% |
| YTD | +17.0% | -14.9% | +31.9% | +23.3% |
| 1Y | +29.9% | -13.1% | +43.0% | +35.3% |
| All | +127.8% | +20.9% | +106.8% | +92.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling