+2,274.2%
MLM vs WYNN
+1,099.3%
+1,174.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.8% | +1.5% | -0.5% |
| 7D | -2.0% | +4.7% | -6.7% | -3.3% |
| 30D | +9.5% | +9.7% | -0.2% | +6.6% |
| 3M | -4.7% | -19.2% | +14.4% | +0.8% |
| 6M | -10.7% | -14.2% | +3.5% | -7.3% |
| YTD | -16.6% | -30.5% | +13.9% | -8.5% |
| 1Y | -15.4% | -33.0% | +17.6% | -6.4% |
| 3Y | +15.9% | +0.1% | +15.8% | +10.9% |
| 5Y | +27.1% | -8.4% | +35.6% | +18.9% |
| 10Y | +142.3% | +9.9% | +132.4% | +83.4% |
| All | +2,274.2% | +1,099.3% | +1,174.9% | +807.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling