+25.7%
MLM vs WU
-42.0%
+67.7%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.0% | +0.2% | -1.3% |
| 7D | -4.1% | +11.7% | -15.8% | -7.1% |
| 30D | +8.2% | +12.6% | -4.4% | +4.6% |
| 3M | -3.6% | -0.5% | -3.1% | -3.8% |
| 6M | -15.6% | -18.2% | +2.6% | -11.9% |
| YTD | -16.4% | -19.0% | +2.6% | -13.0% |
| 1Y | -14.3% | -16.7% | +2.3% | -11.7% |
| 3Y | +19.3% | -21.0% | +40.3% | +21.8% |
| All | +25.7% | -42.0% | +67.7% | +43.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling