+3,091.3%
MLM vs WY
+239.8%
+2,851.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.0% | +1.2% | -0.5% |
| 7D | -4.1% | +3.1% | -7.2% | -5.5% |
| 30D | +8.2% | +13.0% | -4.8% | +2.4% |
| 3M | -3.6% | -16.8% | +13.2% | +4.3% |
| 6M | -15.6% | -11.2% | -4.4% | -11.3% |
| YTD | -16.4% | -9.1% | -7.4% | -13.4% |
| 1Y | -14.3% | -4.8% | -9.6% | -13.2% |
| 3Y | +19.3% | -25.3% | +44.6% | +32.0% |
| 5Y | +29.6% | -33.2% | +62.8% | +50.0% |
| 10Y | +189.9% | +6.6% | +183.3% | +156.1% |
| All | +3,091.3% | +239.8% | +2,851.5% | +1,645.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling