-32.2%
AZO vs MLM
-18.7%
-13.4%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.4% | -1.1% |
| 7D | -0.8% | -2.7% | +1.9% | -0.4% |
| 30D | -5.1% | -8.3% | +3.2% | -3.8% |
| 3M | -7.2% | -12.0% | +4.7% | -5.9% |
| 6M | -20.7% | -17.6% | -3.1% | -18.0% |
| YTD | -14.2% | -18.9% | +4.7% | -12.3% |
| 1Y | -32.2% | -17.6% | -14.5% | -31.3% |
| All | -32.2% | -18.7% | -13.4% | -31.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling