+186.5%
MLM vs WWD
+442.6%
-256.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -6.0% | +0.8% | -2.6% |
| 7D | -1.2% | -2.6% | +1.3% | -0.3% |
| 30D | +7.9% | -7.7% | +15.7% | +11.4% |
| 3M | -4.5% | -17.7% | +13.3% | +3.3% |
| 6M | -12.6% | -15.9% | +3.3% | -6.8% |
| YTD | -14.9% | +1.8% | -16.6% | -17.5% |
| 1Y | -13.1% | +17.4% | -30.5% | -21.4% |
| 3Y | +21.2% | +137.1% | -115.9% | -23.9% |
| 5Y | +32.0% | +162.4% | -130.4% | -23.2% |
| All | +186.5% | +442.6% | -256.1% | 0.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling