-14.3%
MTZ vs MLM
-11.4%
-2.9%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.4% | +2.4% | -17.7% | -15.9% |
| 7D | -7.4% | +9.1% | -16.5% | -9.5% |
| 30D | -23.6% | +14.6% | -38.2% | -26.4% |
| 3M | -38.3% | +0.3% | -38.6% | -38.2% |
| 6M | -60.6% | -7.5% | -53.1% | -59.8% |
| YTD | -22.9% | -10.2% | -12.7% | -22.4% |
| 1Y | -14.3% | -10.5% | -3.8% | -13.5% |
| All | -14.3% | -11.4% | -2.9% | -13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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