+4,766.1%
MTZ vs MLM
+3,210.3%
+1,555.8%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.4% | +2.4% | -17.7% | -16.6% |
| 7D | -7.4% | +9.1% | -16.5% | -11.8% |
| 30D | -23.6% | +14.6% | -38.2% | -29.2% |
| 3M | -38.3% | +0.3% | -38.6% | -38.8% |
| 6M | -60.6% | -7.5% | -53.1% | -59.7% |
| YTD | -22.9% | -10.2% | -12.7% | -20.3% |
| 1Y | -14.3% | -10.5% | -3.8% | -11.2% |
| 3Y | +225.0% | +27.8% | +197.1% | +179.1% |
| 5Y | +87.2% | +38.9% | +48.3% | +49.7% |
| 10Y | +470.1% | +211.4% | +258.7% | +193.4% |
| All | +4,766.1% | +3,210.3% | +1,555.8% | +823.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling