+181.2%
MLM vs STZ
+3.4%
+177.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | 0.0% | -1.2% |
| 7D | -4.1% | +4.9% | -9.0% | -5.9% |
| 30D | +8.2% | +20.9% | -12.7% | +0.5% |
| 3M | -3.6% | +8.0% | -11.6% | -6.8% |
| 6M | -15.6% | -5.3% | -10.3% | -14.4% |
| YTD | -16.4% | +5.9% | -22.4% | -19.9% |
| 1Y | -14.3% | +14.2% | -28.6% | -20.7% |
| 3Y | +19.3% | -37.0% | +56.3% | +38.0% |
| 5Y | +29.6% | -29.7% | +59.3% | +41.2% |
| All | +181.2% | +3.4% | +177.9% | +166.4% |
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