+6.8%
MLM vs WETO
-99.4%
+106.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -5.4% | +6.9% | +1.4% |
| 7D | -0.9% | -4.3% | +3.4% | -1.0% |
| 30D | -6.1% | -39.9% | +33.8% | -5.2% |
| 3M | -9.7% | -97.9% | +88.2% | -8.3% |
| 6M | -14.4% | -95.0% | +80.6% | -13.7% |
| YTD | -17.7% | -97.2% | +79.4% | -16.8% |
| 1Y | -18.7% | -98.9% | +80.2% | -17.8% |
| All | +6.8% | -99.4% | +106.2% | +7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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