+143.8%
FITB vs MLM
+18.8%
+125.0%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.5% | 0.0% | +1.4% |
| 7D | -1.1% | -3.8% | +2.7% | +0.6% |
| 30D | +7.3% | +11.0% | -3.7% | +2.4% |
| 3M | -4.0% | -3.1% | -0.9% | -2.9% |
| 6M | +11.9% | -9.8% | +21.7% | +16.2% |
| YTD | +19.0% | -14.4% | +33.4% | +25.1% |
| 1Y | +31.0% | -12.6% | +43.6% | +36.1% |
| 3Y | +143.8% | +19.7% | +124.0% | +102.3% |
| All | +143.8% | +18.8% | +125.0% | +102.3% |
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 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