+138.8%
MLM vs WCN
+322.1%
-183.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -0.9% | +2.6% | -3.5% | -2.2% |
| 30D | +9.0% | +23.9% | -14.9% | -3.3% |
| 3M | -5.6% | +17.4% | -23.0% | -13.8% |
| 6M | -10.7% | +28.0% | -38.7% | -22.6% |
| YTD | -17.2% | +11.6% | -28.7% | -23.1% |
| 1Y | -14.2% | +16.9% | -31.1% | -22.6% |
| 3Y | +15.6% | +51.6% | -36.0% | -13.2% |
| 5Y | +26.2% | +48.0% | -21.7% | -4.6% |
| All | +138.8% | +322.1% | -183.3% | +11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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