+19.3%
MLM vs WCN
+45.2%
-25.8%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.5% | -1.4% |
| 7D | -4.1% | +2.9% | -7.0% | -4.9% |
| 30D | +8.2% | +22.1% | -13.9% | +1.6% |
| 3M | -3.6% | +13.2% | -16.8% | -7.4% |
| 6M | -15.6% | +23.7% | -39.3% | -21.0% |
| YTD | -16.4% | +8.7% | -25.2% | -18.7% |
| 1Y | -14.3% | +15.3% | -29.7% | -18.6% |
| 3Y | +19.3% | +46.0% | -26.7% | +1.0% |
| All | +19.3% | +45.2% | -25.8% | +1.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling