+18.9%
MLM vs WYNN
+0.1%
+18.8%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.3% | -0.7% |
| 7D | +1.4% | +1.8% | -0.4% | +1.0% |
| 30D | -6.5% | -9.8% | +3.3% | -4.5% |
| 3M | -7.4% | -11.8% | +4.4% | -5.1% |
| 6M | -15.8% | -8.8% | -7.0% | -14.4% |
| YTD | -17.4% | -22.8% | +5.4% | -13.6% |
| 1Y | -17.9% | -24.1% | +6.2% | -14.2% |
| 3Y | +18.9% | +0.4% | +18.5% | +12.9% |
| All | +18.9% | +0.1% | +18.8% | +12.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling