+138.8%
MLM vs WU
-38.9%
+177.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.1% | -1.2% |
| 7D | -0.9% | -2.0% | +1.2% | -0.2% |
| 30D | +9.0% | +11.4% | -2.4% | +4.5% |
| 3M | -5.6% | -6.8% | +1.3% | -3.6% |
| 6M | -10.7% | -14.6% | +3.9% | -6.9% |
| YTD | -17.2% | -20.6% | +3.5% | -11.9% |
| 1Y | -14.2% | -15.4% | +1.1% | -11.3% |
| 3Y | +15.6% | -23.6% | +39.2% | +20.7% |
| 5Y | +26.2% | -43.4% | +69.6% | +47.2% |
| All | +138.8% | -38.9% | +177.7% | +164.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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