-16.4%
MLM vs WY
-5.4%
-11.0%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.2% |
| 7D | -2.9% | -2.6% | -0.3% | -1.7% |
| 30D | -6.8% | -10.9% | +4.1% | -1.7% |
| 3M | -11.2% | -6.0% | -5.2% | -8.4% |
| 6M | -21.8% | -5.6% | -16.2% | -19.8% |
| YTD | -17.0% | -1.1% | -15.8% | -17.0% |
| 1Y | -16.4% | -7.5% | -8.9% | -13.9% |
| All | -16.4% | -5.4% | -11.0% | -13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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