+153.5%
MLM vs WCN
+302.6%
-149.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.5% | +2.0% | +2.2% |
| 7D | -3.8% | +1.2% | -5.0% | -4.4% |
| 30D | +11.0% | +24.6% | -13.6% | -1.8% |
| 3M | -3.1% | +14.2% | -17.3% | -10.1% |
| 6M | -9.8% | +25.7% | -35.5% | -21.0% |
| YTD | -14.4% | +9.3% | -23.6% | -19.6% |
| 1Y | -12.6% | +15.3% | -27.9% | -20.5% |
| 3Y | +19.7% | +48.6% | -28.8% | -9.0% |
| 5Y | +29.8% | +46.9% | -17.2% | -1.6% |
| 10Y | +153.5% | +298.1% | -144.6% | +24.3% |
| All | +153.5% | +302.6% | -149.1% | +24.3% |
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