+145.5%
MLM vs WCC
+453.1%
-307.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.3% | -4.1% | -1.9% |
| 7D | -5.8% | +3.3% | -9.1% | -7.0% |
| 30D | +9.8% | -9.4% | +19.3% | +12.5% |
| 3M | -5.2% | -10.5% | +5.3% | -2.9% |
| 6M | -10.3% | -10.4% | +0.1% | -9.1% |
| YTD | -15.5% | +34.4% | -49.9% | -26.9% |
| 1Y | -15.0% | +27.7% | -42.7% | -25.3% |
| 3Y | +17.5% | +137.9% | -120.5% | -24.1% |
| 5Y | +30.5% | +147.0% | -116.5% | -22.4% |
| 10Y | +145.5% | +442.5% | -297.0% | -16.5% |
| All | +145.5% | +453.1% | -307.6% | -16.5% |
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