+69.4%
MTZ vs MLM
+30.6%
+38.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -5.2% | 0.0% | -2.6% |
| 7D | -10.6% | -1.2% | -9.4% | -10.2% |
| 30D | -30.4% | +7.9% | -38.3% | -33.4% |
| 3M | -40.4% | -4.5% | -36.0% | -39.3% |
| 6M | -63.7% | -12.6% | -51.0% | -61.6% |
| YTD | -26.9% | -14.9% | -12.0% | -22.3% |
| 1Y | -20.2% | -13.1% | -7.1% | -16.1% |
| 3Y | +208.1% | +21.2% | +186.9% | +167.9% |
| 5Y | +69.4% | +32.0% | +37.4% | +32.1% |
| All | +69.4% | +30.6% | +38.7% | +32.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling