-13.9%
MLM vs STZ
+17.1%
-30.9%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -2.9% | +5.3% | -8.2% | -3.6% |
| 30D | +10.4% | +19.6% | -9.2% | +7.8% |
| 3M | -3.7% | +10.0% | -13.7% | -5.1% |
| 6M | -10.3% | -0.3% | -10.0% | -10.8% |
| YTD | -14.8% | +8.6% | -23.4% | -17.3% |
| 1Y | -13.9% | +16.6% | -30.5% | -17.7% |
| All | -13.9% | +17.1% | -30.9% | -17.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling