+25.7%
MLM vs WY
-34.0%
+59.7%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.0% | +1.2% | -0.3% |
| 7D | -4.1% | +3.1% | -7.2% | -5.7% |
| 30D | +8.2% | +13.0% | -4.8% | +1.4% |
| 3M | -3.6% | -16.8% | +13.2% | +5.8% |
| 6M | -15.6% | -11.2% | -4.4% | -10.5% |
| YTD | -16.4% | -9.1% | -7.4% | -13.0% |
| 1Y | -14.3% | -4.8% | -9.6% | -13.2% |
| 3Y | +19.3% | -25.3% | +44.6% | +33.2% |
| All | +25.7% | -34.0% | +59.7% | +48.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling