+153.5%
MLM vs Z
-11.7%
+165.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.8% | -1.3% | +1.8% |
| 7D | -3.8% | -5.2% | +1.3% | -3.0% |
| 30D | +11.0% | +5.7% | +5.3% | +9.6% |
| 3M | -3.1% | -8.7% | +5.7% | -2.0% |
| 6M | -9.8% | -26.0% | +16.2% | -5.7% |
| YTD | -14.4% | -55.0% | +40.7% | -2.8% |
| 1Y | -12.6% | -58.0% | +45.4% | +0.2% |
| 3Y | +19.7% | -15.2% | +34.9% | +17.2% |
| 5Y | +29.8% | -53.8% | +83.6% | +35.0% |
| 10Y | +153.5% | -14.5% | +168.0% | +108.4% |
| All | +153.5% | -11.7% | +165.2% | +108.4% |
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