+31.8%
MLM vs WU
-41.3%
+73.1%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.7% | -0.8% |
| 7D | -2.9% | +11.0% | -13.9% | -5.7% |
| 30D | +10.4% | +13.4% | -3.0% | +6.6% |
| 3M | -3.7% | +2.2% | -6.0% | -4.6% |
| 6M | -10.3% | -18.2% | +7.9% | -6.3% |
| YTD | -14.8% | -18.3% | +3.5% | -11.5% |
| 1Y | -13.9% | -12.2% | -1.7% | -12.6% |
| 3Y | +18.4% | -20.8% | +39.2% | +20.9% |
| 5Y | +31.8% | -42.6% | +74.4% | +50.8% |
| All | +31.8% | -41.3% | +73.1% | +50.8% |
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