+76.6%
AZO vs MLM
+23.5%
+53.1%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.8% | -1.0% | -2.3% |
| 7D | +1.5% | -4.1% | +5.6% | +2.6% |
| 30D | +13.0% | +8.2% | +4.8% | +10.6% |
| 3M | +4.8% | -3.6% | +8.4% | +5.6% |
| 6M | -9.2% | -15.6% | +6.4% | -5.5% |
| YTD | -5.2% | -16.4% | +11.3% | -1.5% |
| 1Y | -12.4% | -14.3% | +1.9% | -9.7% |
| 3Y | +23.4% | +19.3% | +4.1% | +13.4% |
| All | +76.6% | +23.5% | +53.1% | +63.6% |
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