+267.1%
MTZ vs MLM
+18.2%
+248.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.5% | -3.8% | -4.1% |
| 7D | -8.7% | -2.9% | -5.9% | -7.5% |
| 30D | -15.0% | +10.4% | -25.4% | -19.9% |
| 3M | -32.6% | -3.7% | -28.9% | -31.5% |
| 6M | -56.3% | -10.3% | -46.1% | -54.5% |
| YTD | -16.8% | -14.8% | -2.0% | -11.4% |
| 1Y | -10.0% | -13.9% | +3.8% | -4.9% |
| 3Y | +267.1% | +18.4% | +248.7% | +175.3% |
| All | +267.1% | +18.2% | +248.9% | +175.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling