+5.3%
MLM vs WETO
-99.4%
+104.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.1% | +3.4% | -1.8% |
| 7D | -2.7% | -38.7% | +36.0% | -3.1% |
| 30D | -8.3% | -51.3% | +43.0% | -7.7% |
| 3M | -12.0% | -97.8% | +85.9% | -10.6% |
| 6M | -17.6% | -94.8% | +77.1% | -17.0% |
| YTD | -18.9% | -97.2% | +78.3% | -18.0% |
| 1Y | -17.6% | -98.9% | +81.3% | -16.7% |
| All | +5.3% | -99.4% | +104.7% | +6.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling