+3,327.9%
MLM vs STZ
+4,943.2%
-1,615.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +5.3% | -3.0% | +1.0% |
| 7D | +9.1% | +13.0% | -3.9% | +5.7% |
| 30D | +14.6% | +29.4% | -14.8% | +7.1% |
| 3M | +0.3% | +11.6% | -11.3% | -2.8% |
| 6M | -7.5% | -0.2% | -7.2% | -7.9% |
| YTD | -10.2% | +8.6% | -18.8% | -13.1% |
| 1Y | -10.5% | +15.9% | -26.4% | -15.0% |
| 3Y | +27.8% | -35.4% | +63.3% | +39.5% |
| 5Y | +38.9% | -26.9% | +65.8% | +46.3% |
| 10Y | +211.4% | +7.8% | +203.7% | +192.5% |
| All | +3,327.9% | +4,943.2% | -1,615.3% | +1,284.7% |
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 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