-18.1%
MLM vs ZYBT
-83.2%
+65.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.1% |
| 7D | -1.3% | -2.5% | +1.2% | -1.3% |
| 30D | -9.1% | -1.2% | -7.9% | -9.1% |
| 3M | -9.0% | +76.7% | -85.6% | -7.4% |
| 6M | -17.0% | +103.6% | -120.6% | -15.9% |
| YTD | -19.0% | +38.3% | -57.2% | -17.5% |
| 1Y | -18.1% | -84.7% | +66.6% | -14.4% |
| All | -18.1% | -83.2% | +65.2% | -14.4% |
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