+138.8%
MLM vs STZ
+13.4%
+125.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -1.0% |
| 7D | -0.9% | +2.6% | -3.4% | -1.9% |
| 30D | +9.0% | +15.2% | -6.2% | +3.0% |
| 3M | -5.6% | +7.6% | -13.2% | -8.7% |
| 6M | -10.7% | +5.3% | -16.0% | -13.2% |
| YTD | -17.2% | +8.6% | -25.8% | -21.6% |
| 1Y | -14.2% | +15.6% | -29.8% | -21.2% |
| 3Y | +15.6% | -35.2% | +50.8% | +33.0% |
| 5Y | +26.2% | -29.1% | +55.3% | +37.5% |
| All | +138.8% | +13.4% | +125.4% | +117.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 10y: compounded portfolio wealth divided by compounded STZ 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…
10y analysis · Full analysis span regression · 6 months rolling