+19.3%
MLM vs WCC
+110.7%
-91.4%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.2% | -4.0% | -2.3% |
| 7D | -4.1% | -14.7% | +10.6% | -1.1% |
| 30D | +8.2% | -20.1% | +28.2% | +12.9% |
| 3M | -3.6% | -21.2% | +17.6% | +0.7% |
| 6M | -15.6% | -19.2% | +3.6% | -12.6% |
| YTD | -16.4% | +20.2% | -36.6% | -22.0% |
| 1Y | -14.3% | +14.5% | -28.8% | -19.2% |
| 3Y | +19.3% | +115.1% | -95.8% | -9.8% |
| All | +19.3% | +110.7% | -91.4% | -9.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling