+10,699.2%
AZO vs MLM
+2,961.7%
+7,737.5%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.2% |
| 7D | +0.7% | -2.9% | +3.6% | +1.4% |
| 30D | -2.7% | -6.8% | +4.1% | -1.0% |
| 3M | -3.2% | -11.2% | +8.0% | -0.6% |
| 6M | -19.7% | -21.8% | +2.1% | -15.1% |
| YTD | -12.0% | -17.0% | +4.9% | -8.6% |
| 1Y | -29.5% | -16.4% | -13.2% | -27.0% |
| 3Y | +17.3% | +14.5% | +2.9% | +11.0% |
| 5Y | +94.1% | +41.7% | +52.3% | +71.3% |
| 10Y | +303.3% | +200.0% | +103.3% | +180.2% |
| All | +10,699.2% | +2,961.7% | +7,737.5% | +3,855.7% |
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 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