+865.7%
MLM vs WPM
+5,085.8%
-4,220.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.7% | -5.9% | -5.3% |
| 7D | -1.2% | +7.5% | -8.7% | -2.4% |
| 30D | +7.9% | -3.8% | +11.7% | +8.3% |
| 3M | -4.5% | +8.0% | -12.5% | -6.1% |
| 6M | -12.6% | +6.1% | -18.7% | -14.2% |
| YTD | -14.9% | +13.2% | -28.1% | -17.7% |
| 1Y | -13.1% | +37.9% | -50.9% | -18.6% |
| 3Y | +21.2% | +201.7% | -180.5% | -0.8% |
| 5Y | +32.0% | +240.0% | -208.0% | +4.6% |
| 10Y | +195.3% | +531.0% | -335.7% | +100.7% |
| All | +865.7% | +5,085.8% | -4,220.1% | +273.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling