+11,542.9%
AZO vs MLM
+2,981.8%
+8,561.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +10.8% |
| 3M | +4.8% | -3.6% | +8.4% | +5.6% |
| 6M | -9.2% | -15.6% | +6.4% | -5.8% |
| YTD | -5.2% | -16.4% | +11.3% | -1.7% |
| 1Y | -12.4% | -14.3% | +1.9% | -9.8% |
| 3Y | +23.4% | +19.3% | +4.1% | +15.6% |
| 5Y | +76.9% | +29.6% | +47.3% | +60.0% |
| 10Y | +339.6% | +189.9% | +149.7% | +208.2% |
| All | +11,542.9% | +2,981.8% | +8,561.1% | +4,155.0% |
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