+31.8%
MLM vs WPM
+233.8%
-202.0%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.1% | +4.6% | +0.3% |
| 7D | -2.9% | +16.4% | -19.2% | -5.4% |
| 30D | +10.4% | -1.5% | +11.9% | +10.4% |
| 3M | -3.7% | +2.6% | -6.3% | -4.7% |
| 6M | -10.3% | -1.3% | -8.9% | -11.0% |
| YTD | -14.8% | +16.8% | -31.6% | -18.5% |
| 1Y | -13.9% | +34.1% | -48.0% | -19.6% |
| 3Y | +18.4% | +225.1% | -206.7% | -8.4% |
| 5Y | +31.8% | +234.5% | -202.7% | +0.4% |
| All | +31.8% | +233.8% | -202.0% | +0.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling