+501.4%
MTZ vs MLM
+185.4%
+316.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -1.8% | +11.4% | +10.6% |
| 7D | -6.4% | -4.1% | -2.3% | -4.4% |
| 30D | -22.1% | +8.2% | -30.2% | -26.3% |
| 3M | -32.7% | -3.6% | -29.1% | -31.8% |
| 6M | -59.8% | -15.6% | -44.3% | -56.4% |
| YTD | -19.9% | -16.4% | -3.5% | -13.3% |
| 1Y | -11.5% | -14.3% | +2.9% | -5.6% |
| 3Y | +258.1% | +19.3% | +238.8% | +207.1% |
| 5Y | +85.5% | +29.6% | +55.9% | +45.0% |
| All | +501.4% | +185.4% | +316.0% | +159.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling