+48.3%
FITB vs MLM
+30.7%
+17.6%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.8% |
| 7D | -0.6% | -5.8% | +5.2% | +2.7% |
| 30D | +7.0% | +9.8% | -2.8% | +1.6% |
| 3M | -4.8% | -5.2% | +0.4% | -2.3% |
| 6M | +13.5% | -10.3% | +23.8% | +19.0% |
| YTD | +19.1% | -15.5% | +34.5% | +27.6% |
| 1Y | +30.8% | -15.0% | +45.8% | +39.7% |
| 3Y | +141.6% | +17.5% | +124.2% | +105.9% |
| 5Y | +48.3% | +30.5% | +17.7% | +12.6% |
| All | +48.3% | +30.7% | +17.6% | +12.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling