+32.0%
MLM vs STZ
-27.7%
+59.7%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.6% | -4.5% | -5.0% |
| 7D | -1.2% | +11.8% | -13.0% | -4.3% |
| 30D | +7.9% | +26.0% | -18.0% | +1.1% |
| 3M | -4.5% | +11.5% | -16.0% | -7.6% |
| 6M | -12.6% | -2.0% | -10.7% | -12.5% |
| YTD | -14.9% | +7.9% | -22.7% | -18.1% |
| 1Y | -13.1% | +13.9% | -27.0% | -18.1% |
| 3Y | +21.2% | -35.8% | +57.1% | +36.7% |
| 5Y | +32.0% | -28.4% | +60.4% | +36.3% |
| All | +32.0% | -27.7% | +59.7% | +36.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling