+3,531.4%
MLM vs WWD
+15,408.5%
-11,877.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | +0.1% | +0.8% |
| 7D | -2.9% | +1.3% | -4.2% | -3.3% |
| 30D | -6.8% | -7.2% | +0.3% | -4.6% |
| 3M | -11.2% | -3.8% | -7.4% | -10.4% |
| 6M | -21.8% | -9.9% | -11.9% | -19.6% |
| YTD | -17.0% | +14.8% | -31.8% | -21.7% |
| 1Y | -16.4% | +42.1% | -58.4% | -27.0% |
| 3Y | +14.5% | +170.8% | -156.3% | -21.7% |
| 5Y | +41.7% | +197.5% | -155.8% | -7.5% |
| 10Y | +200.0% | +477.8% | -277.8% | +50.9% |
| All | +3,531.4% | +15,408.5% | -11,877.2% | +844.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling