+43.5%
MLM vs WCC
+216.1%
-172.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.9% | -2.7% | +0.1% |
| 7D | -2.9% | +4.5% | -7.4% | -4.1% |
| 30D | -6.8% | -5.8% | -1.0% | -5.4% |
| 3M | -11.2% | -3.7% | -7.6% | -11.0% |
| 6M | -21.8% | +23.1% | -44.9% | -27.3% |
| YTD | -17.0% | +44.2% | -61.1% | -26.6% |
| 1Y | -16.4% | +62.1% | -78.5% | -29.0% |
| 3Y | +14.5% | +121.1% | -106.6% | -16.4% |
| All | +43.5% | +216.1% | -172.6% | -16.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling