+126.0%
FITB vs MLM
+18.7%
+107.3%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.1% | 0.0% |
| 7D | -1.5% | -4.1% | +2.6% | +0.3% |
| 30D | +5.8% | +8.2% | -2.3% | +2.1% |
| 3M | -6.1% | -3.6% | -2.5% | -4.8% |
| 6M | +5.9% | -15.6% | +21.5% | +13.5% |
| YTD | +16.1% | -16.4% | +32.5% | +23.3% |
| 1Y | +28.8% | -14.3% | +43.2% | +35.0% |
| 3Y | +126.0% | +19.3% | +106.7% | +92.8% |
| All | +126.0% | +18.7% | +107.3% | +92.8% |
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