+153.5%
MLM vs WY
+6.7%
+146.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.7% | +1.8% | +2.1% |
| 7D | -3.8% | -0.8% | -3.1% | -3.5% |
| 30D | +11.0% | +10.6% | +0.4% | +5.4% |
| 3M | -3.1% | -16.6% | +13.6% | +5.9% |
| 6M | -9.8% | -8.6% | -1.2% | -6.0% |
| YTD | -14.4% | -8.4% | -5.9% | -11.3% |
| 1Y | -12.6% | -5.1% | -7.4% | -11.2% |
| 3Y | +19.7% | -21.9% | +41.7% | +30.9% |
| 5Y | +29.8% | -31.3% | +61.1% | +50.6% |
| 10Y | +153.5% | +3.6% | +149.9% | +119.1% |
| All | +153.5% | +6.7% | +146.8% | +119.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling