+1,342.3%
FITB vs MLM
+2,961.7%
-1,619.5%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.8% |
| 7D | +0.6% | -2.9% | +3.5% | +2.2% |
| 30D | -4.7% | -6.8% | +2.1% | -1.3% |
| 3M | +6.7% | -11.2% | +17.9% | +12.6% |
| 6M | +12.6% | -21.8% | +34.4% | +26.9% |
| YTD | +19.1% | -17.0% | +36.1% | +29.1% |
| 1Y | +22.6% | -16.4% | +39.0% | +32.2% |
| 3Y | +127.1% | +14.5% | +112.6% | +103.5% |
| 5Y | +71.8% | +41.7% | +30.1% | +35.9% |
| 10Y | +287.2% | +200.0% | +87.1% | +102.5% |
| All | +1,342.3% | +2,961.7% | -1,619.5% | +285.5% |
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