+200.6%
MLM vs WYNN
+2.0%
+198.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | +0.4% |
| 7D | -1.3% | -3.4% | +2.2% | -0.4% |
| 30D | -9.1% | -15.4% | +6.3% | -5.3% |
| 3M | -9.0% | -15.8% | +6.8% | -5.2% |
| 6M | -17.0% | -13.5% | -3.5% | -14.3% |
| YTD | -19.0% | -26.0% | +7.0% | -13.2% |
| 1Y | -18.1% | -27.4% | +9.3% | -12.4% |
| 3Y | +16.7% | -3.7% | +20.4% | +13.2% |
| 5Y | +40.2% | -9.8% | +50.0% | +32.2% |
| All | +200.6% | +2.0% | +198.6% | +140.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WYNN.
Daily Out/Under-Performance
Portfolio return minus WYNN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WYNN 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 WYNN 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