+89.6%
AZO vs MLM
+43.0%
+46.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.5% | -0.9% |
| 7D | -0.5% | +1.4% | -1.9% | -0.9% |
| 30D | -5.6% | -6.5% | +0.9% | -4.0% |
| 3M | -4.0% | -7.4% | +3.4% | -2.5% |
| 6M | -18.9% | -15.8% | -3.1% | -15.7% |
| YTD | -13.0% | -17.4% | +4.5% | -9.3% |
| 1Y | -30.4% | -17.9% | -12.5% | -27.5% |
| 3Y | +12.7% | +18.9% | -6.2% | +4.0% |
| 5Y | +89.6% | +43.4% | +46.2% | +66.7% |
| All | +89.6% | +43.0% | +46.6% | +66.7% |
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 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