+181.2%
MLM vs WPM
+566.7%
-385.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.9% | -4.7% | -2.1% |
| 7D | -4.1% | +16.9% | -21.0% | -5.8% |
| 30D | +8.2% | +2.0% | +6.2% | +7.8% |
| 3M | -3.6% | +8.9% | -12.5% | -4.8% |
| 6M | -15.6% | +1.6% | -17.1% | -16.2% |
| YTD | -16.4% | +16.5% | -32.9% | -18.5% |
| 1Y | -14.3% | +42.2% | -56.5% | -18.1% |
| 3Y | +19.3% | +213.3% | -194.0% | +5.0% |
| 5Y | +29.6% | +249.9% | -220.3% | +12.0% |
| All | +181.2% | +566.7% | -385.5% | +132.9% |
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