+1,316.6%
FITB vs MLM
+3,039.4%
-1,722.8%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.2% | +2.8% | +0.4% |
| 7D | -1.8% | -1.2% | -0.6% | -1.2% |
| 30D | +4.8% | +7.9% | -3.1% | +0.5% |
| 3M | -6.4% | -4.5% | -2.0% | -4.5% |
| 6M | +7.9% | -12.6% | +20.6% | +14.5% |
| YTD | +17.0% | -14.9% | +31.9% | +24.9% |
| 1Y | +29.9% | -13.1% | +43.0% | +37.2% |
| 3Y | +124.8% | +21.2% | +103.6% | +96.0% |
| 5Y | +46.4% | +32.0% | +14.4% | +20.3% |
| 10Y | +258.1% | +195.3% | +62.8% | +88.9% |
| All | +1,316.6% | +3,039.4% | -1,722.8% | +272.9% |
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