+258.2%
MLM vs Z
+25.1%
+233.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.1% | +3.3% | +1.5% |
| 7D | -2.9% | -3.0% | +0.1% | -2.4% |
| 30D | -6.8% | -4.2% | -2.6% | -6.3% |
| 3M | -11.2% | -3.7% | -7.5% | -11.0% |
| 6M | -21.8% | -24.5% | +2.7% | -18.6% |
| YTD | -17.0% | -49.3% | +32.3% | -7.7% |
| 1Y | -16.4% | -58.7% | +42.3% | -4.0% |
| 3Y | +14.5% | -34.1% | +48.6% | +17.6% |
| 5Y | +41.7% | -64.5% | +106.3% | +51.9% |
| 10Y | +200.0% | -0.5% | +200.5% | +143.7% |
| All | +258.2% | +25.1% | +233.1% | +166.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling