+1,527.8%
MLM vs WCN
+7,983.1%
-6,455.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.1% | -5.3% | -5.2% |
| 7D | -1.2% | +5.5% | -6.8% | -2.7% |
| 30D | +7.9% | +24.2% | -16.3% | +1.4% |
| 3M | -4.5% | +17.0% | -21.5% | -8.8% |
| 6M | -12.6% | +22.3% | -35.0% | -17.8% |
| YTD | -14.9% | +10.2% | -25.1% | -17.8% |
| 1Y | -13.1% | +16.5% | -29.5% | -17.4% |
| 3Y | +21.2% | +47.1% | -25.9% | +7.4% |
| 5Y | +32.0% | +47.9% | -15.9% | +16.9% |
| 10Y | +195.3% | +316.7% | -121.4% | +102.0% |
| All | +1,527.8% | +7,983.1% | -6,455.3% | +610.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling