+143.4%
MLM vs WCN
+300.6%
-157.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.8% |
| 7D | -2.9% | +2.6% | -5.5% | -4.2% |
| 30D | +10.4% | +25.3% | -14.9% | -2.6% |
| 3M | -3.7% | +15.2% | -18.9% | -11.2% |
| 6M | -10.3% | +26.4% | -36.7% | -21.7% |
| YTD | -14.8% | +9.9% | -24.7% | -20.3% |
| 1Y | -13.9% | +16.2% | -30.0% | -22.0% |
| 3Y | +18.4% | +49.4% | -31.0% | -10.4% |
| 5Y | +31.8% | +46.2% | -14.4% | +0.3% |
| 10Y | +143.4% | +305.7% | -162.3% | +14.7% |
| All | +143.4% | +300.6% | -157.2% | +14.7% |
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