+97.7%
MTZ vs MLM
+30.7%
+67.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.8% | +5.4% | +5.0% |
| 7D | +12.9% | -5.8% | +18.7% | +16.3% |
| 30D | -8.5% | +9.8% | -18.4% | -13.3% |
| 3M | -30.6% | -5.2% | -25.4% | -29.1% |
| 6M | -55.1% | -10.3% | -44.8% | -53.4% |
| YTD | -13.0% | -15.5% | +2.5% | -7.2% |
| 1Y | -4.3% | -15.0% | +10.8% | +1.9% |
| 3Y | +284.0% | +17.5% | +266.6% | +239.7% |
| 5Y | +97.7% | +30.5% | +67.1% | +55.2% |
| All | +97.7% | +30.7% | +67.0% | +55.2% |
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