+662.5%
MLM vs WU
-20.2%
+682.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.0% | +0.2% | -1.0% |
| 7D | -4.1% | +11.7% | -15.8% | -8.7% |
| 30D | +8.2% | +12.6% | -4.4% | +2.6% |
| 3M | -3.6% | -0.5% | -3.1% | -4.0% |
| 6M | -15.6% | -18.2% | +2.6% | -10.0% |
| YTD | -16.4% | -19.0% | +2.6% | -11.3% |
| 1Y | -14.3% | -16.7% | +2.3% | -10.4% |
| 3Y | +19.3% | -21.0% | +40.3% | +23.5% |
| 5Y | +29.6% | -41.7% | +71.3% | +49.3% |
| 10Y | +189.9% | -35.0% | +224.9% | +207.4% |
| All | +662.5% | -20.2% | +682.7% | +570.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling