-21.8%
MLM vs ZYBT
+111.3%
-133.1%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.4% | +1.1% |
| 7D | -2.9% | -6.9% | +4.0% | -2.9% |
| 30D | -6.8% | -31.8% | +25.0% | -6.9% |
| 3M | -11.2% | +94.0% | -105.2% | -9.7% |
| 6M | -21.8% | +99.0% | -120.8% | -21.2% |
| All | -21.8% | +111.3% | -133.1% | -21.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling