-3.6%
MLM vs AMRZ
-17.3%
+13.7%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | +0.4% |
| 7D | -2.9% | 0.0% | -2.8% | -2.8% |
| 30D | +10.4% | +15.9% | -5.5% | +3.3% |
| 3M | -3.7% | -9.2% | +5.4% | +0.2% |
| 6M | -10.3% | -20.3% | +10.1% | -1.4% |
| YTD | -14.8% | -21.5% | +6.7% | -5.6% |
| 1Y | -13.9% | -12.9% | -1.0% | -7.2% |
| All | -3.6% | -17.3% | +13.7% | +4.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling