+43.5%
MLM vs STZ
-33.3%
+76.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.9% | +1.3% |
| 7D | -2.9% | -1.9% | -1.0% | -2.4% |
| 30D | -6.8% | -1.9% | -4.9% | -6.4% |
| 3M | -11.2% | -6.2% | -5.0% | -9.8% |
| 6M | -21.8% | -14.0% | -7.8% | -18.8% |
| YTD | -17.0% | -5.1% | -11.9% | -17.1% |
| 1Y | -16.4% | -9.6% | -6.8% | -15.3% |
| 3Y | +14.5% | -47.2% | +61.7% | +38.5% |
| All | +43.5% | -33.3% | +76.8% | +55.4% |
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 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