-12.6%
MLM vs STZ
-2.1%
-10.5%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.6% | -4.5% | -5.0% |
| 7D | -1.2% | +11.8% | -13.0% | -3.7% |
| 30D | +7.9% | +26.0% | -18.0% | +2.9% |
| 3M | -4.5% | +11.5% | -16.0% | -6.7% |
| 6M | -12.6% | -2.0% | -10.7% | -13.0% |
| All | -12.6% | -2.1% | -10.5% | -13.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling