+1,487.5%
MLM vs WCN
+6,839.3%
-5,351.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.5% |
| 7D | -2.9% | -0.6% | -2.3% | -2.7% |
| 30D | -6.8% | +0.4% | -7.3% | -7.0% |
| 3M | -11.2% | +7.3% | -18.6% | -13.1% |
| 6M | -21.8% | -2.5% | -19.3% | -21.6% |
| YTD | -17.0% | -5.4% | -11.6% | -16.1% |
| 1Y | -16.4% | -8.5% | -7.9% | -14.8% |
| 3Y | +14.5% | +20.8% | -6.3% | +7.4% |
| 5Y | +41.7% | +30.0% | +11.7% | +30.4% |
| 10Y | +200.0% | +238.4% | -38.4% | +117.5% |
| All | +1,487.5% | +6,839.3% | -5,351.8% | +624.8% |
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