-14.3%
MLM vs AMRZ
-14.7%
+0.4%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | 0.0% | -0.9% |
| 7D | -4.1% | +1.2% | -5.3% | -4.7% |
| 30D | +8.2% | +15.1% | -6.9% | +0.8% |
| 3M | -3.6% | -18.1% | +14.5% | +5.7% |
| 6M | -15.6% | -23.5% | +7.9% | -4.5% |
| YTD | -16.4% | -21.6% | +5.2% | -6.4% |
| 1Y | -14.3% | -14.7% | +0.4% | -6.5% |
| All | -14.3% | -14.7% | +0.4% | -6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 1y: compounded portfolio wealth divided by compounded AMRZ 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…
1y analysis · Full analysis span regression · 6 months rolling