+18.4%
MLM vs Z
-20.5%
+38.8%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.5% | +5.0% | +0.5% |
| 7D | -2.9% | -6.5% | +3.6% | -1.7% |
| 30D | +10.4% | -0.1% | +10.5% | +10.2% |
| 3M | -3.7% | -14.1% | +10.4% | -1.7% |
| 6M | -10.3% | -30.1% | +19.8% | -5.4% |
| YTD | -14.8% | -57.5% | +42.7% | -2.8% |
| 1Y | -13.9% | -60.3% | +46.5% | -0.8% |
| 3Y | +18.4% | -21.0% | +39.4% | +20.7% |
| All | +18.4% | -20.5% | +38.8% | +20.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling