+27.1%
MLM vs WYNN
-8.7%
+35.9%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.8% | +1.5% | -0.6% |
| 7D | -2.0% | +4.7% | -6.7% | -3.1% |
| 30D | +9.5% | +9.7% | -0.2% | +7.0% |
| 3M | -4.7% | -19.2% | +14.4% | 0.0% |
| 6M | -10.7% | -14.2% | +3.5% | -7.8% |
| YTD | -16.6% | -30.5% | +13.9% | -9.8% |
| 1Y | -15.4% | -33.0% | +17.6% | -7.9% |
| 3Y | +15.9% | +0.1% | +15.8% | +10.9% |
| 5Y | +27.1% | -8.4% | +35.6% | +20.6% |
| All | +27.1% | -8.7% | +35.9% | +20.6% |
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