+206.1%
MLM vs WCC
+471.3%
-265.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.9% | -2.7% | -0.2% |
| 7D | -2.9% | +4.5% | -7.4% | -4.4% |
| 30D | -6.8% | -5.8% | -1.0% | -5.1% |
| 3M | -11.2% | -3.7% | -7.6% | -11.1% |
| 6M | -21.8% | +23.1% | -44.9% | -28.8% |
| YTD | -17.0% | +44.2% | -61.1% | -29.0% |
| 1Y | -16.4% | +62.1% | -78.5% | -32.1% |
| 3Y | +14.5% | +121.1% | -106.6% | -23.0% |
| 5Y | +41.7% | +214.0% | -172.2% | -22.9% |
| All | +206.1% | +471.3% | -265.2% | +0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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