+206.1%
MLM vs WU
-40.1%
+246.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.5% |
| 7D | -2.9% | -0.8% | -2.1% | -2.6% |
| 30D | -6.8% | -1.1% | -5.7% | -6.5% |
| 3M | -11.2% | -3.9% | -7.4% | -11.0% |
| 6M | -21.8% | -20.7% | -1.2% | -16.3% |
| YTD | -17.0% | -18.4% | +1.4% | -12.3% |
| 1Y | -16.4% | -8.1% | -8.3% | -16.4% |
| 3Y | +14.5% | -24.2% | +38.6% | +20.3% |
| 5Y | +41.7% | -50.4% | +92.2% | +76.5% |
| All | +206.1% | -40.1% | +246.3% | +260.7% |
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