+181.2%
MLM vs WWD
+461.1%
-279.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.4% | -5.2% | -3.3% |
| 7D | -4.1% | +4.2% | -8.3% | -6.0% |
| 30D | +8.2% | -2.1% | +10.3% | +8.7% |
| 3M | -3.6% | -13.2% | +9.6% | +1.8% |
| 6M | -15.6% | -16.9% | +1.3% | -9.5% |
| YTD | -16.4% | +5.2% | -21.7% | -20.2% |
| 1Y | -14.3% | +20.6% | -34.9% | -23.4% |
| 3Y | +19.3% | +146.3% | -127.0% | -26.4% |
| 5Y | +29.6% | +171.3% | -141.8% | -25.7% |
| All | +181.2% | +461.1% | -279.8% | -3.3% |
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