+138.8%
MLM vs WPM
+749.7%
-610.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.5% | -0.7% |
| 7D | -0.9% | -3.6% | +2.7% | -0.5% |
| 30D | +9.0% | +1.4% | +7.6% | +8.7% |
| 3M | -5.6% | -0.2% | -5.4% | -5.9% |
| 6M | -10.7% | -7.3% | -3.4% | -10.5% |
| YTD | -17.2% | +12.3% | -29.5% | -19.0% |
| 1Y | -14.2% | +24.9% | -39.1% | -17.1% |
| 3Y | +15.6% | +210.4% | -194.7% | +1.2% |
| 5Y | +26.2% | +210.4% | -184.1% | +9.0% |
| All | +138.8% | +749.7% | -610.9% | +98.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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