+140.5%
MLM vs WCC
+440.3%
-299.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | -2.0% | +14.2% | -16.2% | -6.5% |
| 30D | +9.5% | -9.8% | +19.4% | +12.4% |
| 3M | -4.7% | -10.1% | +5.4% | -2.6% |
| 6M | -10.7% | -9.4% | -1.3% | -9.9% |
| YTD | -16.6% | +34.4% | -51.0% | -27.8% |
| 1Y | -15.4% | +23.3% | -38.7% | -24.6% |
| 3Y | +15.9% | +137.9% | -122.0% | -25.1% |
| 5Y | +27.1% | +144.0% | -116.8% | -24.0% |
| All | +140.5% | +440.3% | -299.8% | -17.0% |
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