+7.2%
MLM vs WETO
-99.4%
+106.6%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.5% |
| 7D | +1.4% | -57.2% | +58.6% | +0.7% |
| 30D | -6.5% | -48.8% | +42.3% | -5.8% |
| 3M | -7.4% | -97.7% | +90.2% | -6.0% |
| 6M | -15.8% | -94.3% | +78.5% | -15.2% |
| YTD | -17.4% | -97.0% | +79.6% | -16.5% |
| 1Y | -17.9% | -98.9% | +81.0% | -17.0% |
| All | +7.2% | -99.4% | +106.6% | +8.4% |
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