+1,305.7%
FITB vs MLM
+2,981.8%
-1,676.1%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.1% | +0.2% |
| 7D | -1.5% | -4.1% | +2.6% | +0.6% |
| 30D | +5.8% | +8.2% | -2.3% | +1.3% |
| 3M | -6.1% | -3.6% | -2.5% | -4.6% |
| 6M | +5.9% | -15.6% | +21.5% | +14.5% |
| YTD | +16.1% | -16.4% | +32.5% | +25.2% |
| 1Y | +28.8% | -14.3% | +43.2% | +37.1% |
| 3Y | +126.0% | +19.3% | +106.7% | +98.6% |
| 5Y | +45.3% | +29.6% | +15.7% | +20.6% |
| 10Y | +255.4% | +189.9% | +65.5% | +89.3% |
| All | +1,305.7% | +2,981.8% | -1,676.1% | +273.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling