+7.8%
MLM vs WETO
-99.4%
+107.2%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -20.8% | +22.0% | +0.9% |
| 7D | -2.9% | -55.4% | +52.5% | -3.6% |
| 30D | -6.8% | -48.5% | +41.7% | -6.1% |
| 3M | -11.2% | -97.5% | +86.3% | -9.9% |
| 6M | -21.8% | -94.2% | +72.4% | -21.2% |
| YTD | -17.0% | -97.0% | +80.1% | -16.0% |
| 1Y | -16.4% | -98.9% | +82.5% | -15.4% |
| All | +7.8% | -99.4% | +107.2% | +9.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling