-10.5%
MLM vs WWD
+27.2%
-37.7%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.9% | +4.3% | +2.9% |
| 7D | +9.1% | +7.3% | +1.8% | +6.7% |
| 30D | +14.6% | -2.0% | +16.6% | +15.0% |
| 3M | +0.3% | -12.6% | +12.9% | +4.4% |
| 6M | -7.5% | -8.4% | +1.0% | -5.2% |
| YTD | -10.2% | +8.2% | -18.5% | -11.5% |
| 1Y | -10.5% | +26.5% | -37.0% | -14.6% |
| All | -10.5% | +27.2% | -37.7% | -14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 1y: compounded portfolio wealth divided by compounded WWD 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…
1y analysis · Full analysis span regression · 6 months rolling