+3,070.5%
MLM vs STZ
+4,308.1%
-1,237.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -9.9% |
| 6M | -21.8% | -14.0% | -7.8% | -19.1% |
| YTD | -17.0% | -5.1% | -11.9% | -16.6% |
| 1Y | -16.4% | -9.6% | -6.8% | -15.2% |
| 3Y | +14.5% | -47.2% | +61.7% | +31.9% |
| 5Y | +41.7% | -33.6% | +75.3% | +53.4% |
| 10Y | +200.0% | -9.8% | +209.8% | +195.2% |
| All | +3,070.5% | +4,308.1% | -1,237.5% | +1,229.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling