-0.1%
MLM vs ZYBT
-58.4%
+58.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.1% | -1.8% |
| 7D | -2.7% | -3.7% | +1.0% | -2.7% |
| 30D | -8.3% | -12.8% | +4.5% | -8.3% |
| 3M | -12.0% | +76.2% | -88.2% | -10.9% |
| 6M | -17.6% | +109.3% | -127.0% | -17.1% |
| YTD | -18.9% | +36.5% | -55.4% | -17.9% |
| 1Y | -17.6% | -84.0% | +66.4% | -14.6% |
| All | -0.1% | -58.4% | +58.2% | -2.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling