-10.5%
MLM vs WY
+0.3%
-10.8%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +5.6% | -3.3% | -0.3% |
| 7D | +9.1% | +13.3% | -4.2% | +2.7% |
| 30D | +14.6% | +17.6% | -3.0% | +5.9% |
| 3M | +0.3% | -15.0% | +15.3% | +8.3% |
| 6M | -7.5% | -5.9% | -1.5% | -4.3% |
| YTD | -10.2% | -5.7% | -4.5% | -8.9% |
| 1Y | -10.5% | -0.2% | -10.3% | -10.6% |
| All | -10.5% | +0.3% | -10.8% | -10.6% |
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