+30.5%
MLM vs WCN
+46.9%
-16.4%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.3% | -1.0% |
| 7D | -5.8% | +0.4% | -6.2% | -6.0% |
| 30D | +9.8% | +25.3% | -15.5% | -1.4% |
| 3M | -5.2% | +15.4% | -20.6% | -11.6% |
| 6M | -10.3% | +27.8% | -38.1% | -20.6% |
| YTD | -15.5% | +10.6% | -26.0% | -20.0% |
| 1Y | -15.0% | +15.8% | -30.8% | -21.7% |
| 3Y | +17.5% | +50.3% | -32.8% | -11.2% |
| 5Y | +30.5% | +46.9% | -16.4% | -1.5% |
| All | +30.5% | +46.9% | -16.4% | -1.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling