+29.8%
MLM vs WCC
+141.7%
-111.9%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +8.1% | -5.7% | +0.3% |
| 7D | -3.8% | -5.7% | +1.8% | -2.8% |
| 30D | +11.0% | -13.5% | +24.5% | +14.5% |
| 3M | -3.1% | -12.9% | +9.8% | -0.5% |
| 6M | -9.8% | -10.7% | +0.9% | -8.6% |
| YTD | -14.4% | +30.0% | -44.4% | -22.8% |
| 1Y | -12.6% | +24.7% | -37.3% | -20.4% |
| 3Y | +19.7% | +136.6% | -116.8% | -15.6% |
| 5Y | +29.8% | +143.9% | -114.2% | -15.9% |
| All | +29.8% | +141.7% | -111.9% | -15.9% |
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