+138.8%
MLM vs Z
-16.5%
+155.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.5% | -4.2% | -1.4% |
| 7D | -0.9% | +0.8% | -1.7% | -1.1% |
| 30D | +9.0% | +5.2% | +3.8% | +7.7% |
| 3M | -5.6% | -17.0% | +11.5% | -2.9% |
| 6M | -10.7% | -22.7% | +12.0% | -7.4% |
| YTD | -17.2% | -56.3% | +39.2% | -5.5% |
| 1Y | -14.2% | -57.7% | +43.4% | -1.8% |
| 3Y | +15.6% | -16.5% | +32.2% | +13.4% |
| 5Y | +26.2% | -53.4% | +79.6% | +31.3% |
| All | +138.8% | -16.5% | +155.2% | +92.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling