-13.4%
MLM vs WY
-4.7%
-8.8%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +5.6% |
| 3M | -3.1% | -16.6% | +13.6% | +5.8% |
| 6M | -9.8% | -8.6% | -1.2% | -5.4% |
| YTD | -14.4% | -8.4% | -5.9% | -11.9% |
| All | -13.4% | -4.7% | -8.8% | -12.8% |
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