+11,620.3%
AZO vs MLM
+3,017.4%
+8,602.9%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.8% |
| 7D | -2.6% | -5.8% | +3.2% | -1.2% |
| 30D | +11.7% | +9.8% | +1.9% | +9.0% |
| 3M | +6.4% | -5.2% | +11.6% | +7.7% |
| 6M | -5.5% | -10.3% | +4.7% | -3.6% |
| YTD | -4.5% | -15.5% | +10.9% | -1.3% |
| 1Y | -13.8% | -15.0% | +1.2% | -11.0% |
| 3Y | +19.8% | +17.5% | +2.4% | +12.7% |
| 5Y | +71.6% | +30.5% | +41.0% | +54.9% |
| 10Y | +331.5% | +145.5% | +186.0% | +215.6% |
| All | +11,620.3% | +3,017.4% | +8,602.9% | +4,170.5% |
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