-14.2%
MLM vs WYNN
-31.1%
+16.9%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.5% | -3.2% | -1.5% |
| 7D | -0.9% | +2.3% | -3.2% | -1.7% |
| 30D | +9.0% | +15.4% | -6.3% | +3.7% |
| 3M | -5.6% | -16.7% | +11.1% | -0.8% |
| 6M | -10.7% | -11.1% | +0.5% | -8.5% |
| YTD | -17.2% | -28.8% | +11.6% | -10.0% |
| 1Y | -14.2% | -30.2% | +16.0% | -6.4% |
| All | -14.2% | -31.1% | +16.9% | -6.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling