+18.5%
MLM vs WPM
+270.0%
-251.5%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.3% |
| 7D | -2.9% | +1.1% | -4.0% | -3.1% |
| 30D | -6.8% | +26.4% | -33.2% | -10.4% |
| 3M | -11.2% | +20.8% | -32.1% | -14.3% |
| 6M | -21.8% | +1.1% | -23.0% | -23.0% |
| YTD | -17.0% | +32.5% | -49.4% | -21.3% |
| 1Y | -16.4% | +51.5% | -67.9% | -22.4% |
| All | +18.5% | +270.0% | -251.5% | -7.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling