+9.8%
MLM vs WETO
-99.8%
+109.6%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +8.0% | -8.8% | -0.7% |
| 7D | -5.8% | -25.4% | +19.6% | -6.0% |
| 30D | +9.8% | -36.5% | +46.3% | +9.6% |
| 3M | -5.2% | -85.6% | +80.4% | -5.3% |
| 6M | -10.3% | -98.7% | +88.4% | -10.2% |
| YTD | -15.5% | -99.2% | +83.8% | -15.3% |
| 1Y | -15.0% | -99.4% | +84.4% | -14.8% |
| All | +9.8% | -99.8% | +109.6% | +9.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling