+41.0%
MLM vs WYNN
-10.4%
+51.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.4% | -1.3% |
| 7D | -2.7% | -1.4% | -1.3% | -2.4% |
| 30D | -8.3% | -11.8% | +3.4% | -5.7% |
| 3M | -12.0% | -15.8% | +3.9% | -8.6% |
| 6M | -17.6% | -10.7% | -6.9% | -15.7% |
| YTD | -18.9% | -24.5% | +5.6% | -14.1% |
| 1Y | -17.6% | -25.0% | +7.4% | -13.1% |
| 3Y | +16.8% | -1.8% | +18.5% | +12.7% |
| 5Y | +41.0% | -10.0% | +51.1% | +31.7% |
| All | +41.0% | -10.4% | +51.4% | +31.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling