-3.1%
MLM vs AMRZ
-15.6%
+12.4%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.3% | +0.2% | +1.4% |
| 7D | -3.8% | -1.1% | -2.7% | -3.3% |
| 30D | +11.0% | +18.3% | -7.3% | +2.9% |
| 3M | -3.1% | -8.0% | +4.9% | +0.3% |
| 6M | -9.8% | -18.7% | +8.9% | -1.8% |
| YTD | -14.4% | -19.8% | +5.5% | -6.1% |
| 1Y | -12.6% | -12.3% | -0.2% | -6.3% |
| All | -3.1% | -15.6% | +12.4% | +4.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling