-10.5%
MLM vs ZYBT
-42.3%
+31.8%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.2% | +0.1% | +2.4% |
| 7D | +9.1% | -3.5% | +12.7% | +9.1% |
| 30D | +14.6% | +15.1% | -0.5% | +14.7% |
| 3M | +0.3% | +7.0% | -6.7% | +0.4% |
| 6M | -7.5% | +37.7% | -45.2% | -5.6% |
| YTD | -10.2% | +19.1% | -29.4% | -7.8% |
| 1Y | -10.5% | -38.3% | +27.8% | -5.1% |
| All | -10.5% | -42.3% | +31.8% | -5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 1y: compounded portfolio wealth divided by compounded ZYBT 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…
1y analysis · Full analysis span regression · 6 months rolling