+43.5%
MLM vs WU
-50.7%
+94.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.4% |
| 7D | -2.9% | -0.8% | -2.1% | -2.7% |
| 30D | -6.8% | -1.1% | -5.7% | -6.6% |
| 3M | -11.2% | -3.9% | -7.4% | -11.0% |
| 6M | -21.8% | -20.7% | -1.2% | -17.7% |
| YTD | -17.0% | -18.4% | +1.4% | -13.5% |
| 1Y | -16.4% | -8.1% | -8.3% | -16.4% |
| 3Y | +14.5% | -24.2% | +38.6% | +19.0% |
| All | +43.5% | -50.7% | +94.2% | +73.7% |
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 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