+3,070.5%
MLM vs WY
+272.8%
+2,797.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +0.8% |
| 7D | -2.9% | -1.7% | -1.2% | -2.2% |
| 30D | -6.8% | -10.1% | +3.3% | -2.3% |
| 3M | -11.2% | -5.1% | -6.1% | -9.2% |
| 6M | -21.8% | -4.8% | -17.1% | -20.2% |
| YTD | -17.0% | -0.2% | -16.7% | -17.3% |
| 1Y | -16.4% | -6.6% | -9.7% | -14.4% |
| 3Y | +14.5% | -22.7% | +37.2% | +25.0% |
| 5Y | +41.7% | -22.2% | +64.0% | +53.3% |
| 10Y | +200.0% | +7.3% | +192.8% | +163.7% |
| All | +3,070.5% | +272.8% | +2,797.7% | +1,568.7% |
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