+140.5%
MLM vs WWD
+442.7%
-302.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.0% | +0.7% | -0.5% |
| 7D | -2.0% | +8.2% | -10.1% | -5.3% |
| 30D | +9.5% | -0.2% | +9.7% | +9.2% |
| 3M | -4.7% | -8.4% | +3.7% | -1.7% |
| 6M | -10.7% | -9.5% | -1.2% | -7.8% |
| YTD | -16.6% | +10.1% | -26.6% | -21.8% |
| 1Y | -15.4% | +21.6% | -36.9% | -24.5% |
| 3Y | +15.9% | +149.6% | -133.6% | -28.5% |
| 5Y | +27.1% | +191.3% | -164.1% | -29.0% |
| All | +140.5% | +442.7% | -302.2% | -2.8% |
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