+43.5%
MLM vs Z
-64.8%
+108.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.1% | +3.3% | +1.6% |
| 7D | -2.9% | -3.0% | +0.1% | -2.3% |
| 30D | -6.8% | -4.2% | -2.6% | -6.2% |
| 3M | -11.2% | -3.7% | -7.5% | -11.0% |
| 6M | -21.8% | -24.5% | +2.7% | -18.1% |
| YTD | -17.0% | -49.3% | +32.3% | -6.3% |
| 1Y | -16.4% | -58.7% | +42.3% | -2.1% |
| 3Y | +14.5% | -34.1% | +48.6% | +17.8% |
| All | +43.5% | -64.8% | +108.3% | +37.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling