-10.5%
MLM vs Z
-54.2%
+43.7%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +9.4% | -7.1% | +0.7% |
| 7D | +9.1% | +10.2% | -1.0% | +7.2% |
| 30D | +14.6% | +23.7% | -9.0% | +10.2% |
| 3M | +0.3% | -6.6% | +6.9% | +0.6% |
| 6M | -7.5% | -23.0% | +15.5% | -4.5% |
| YTD | -10.2% | -50.3% | +40.1% | -0.6% |
| 1Y | -10.5% | -53.6% | +43.1% | -0.6% |
| All | -10.5% | -54.2% | +43.7% | -0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 1y: compounded portfolio wealth divided by compounded Z 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…
1y analysis · Full analysis span regression · 6 months rolling