+2,262.5%
MLM vs WYNN
+1,222.3%
+1,040.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.2% | +1.2% |
| 7D | -2.9% | -3.9% | +1.0% | -1.8% |
| 30D | -6.8% | -9.3% | +2.5% | -4.3% |
| 3M | -11.2% | -11.4% | +0.2% | -8.4% |
| 6M | -21.8% | -11.0% | -10.9% | -19.6% |
| YTD | -17.0% | -23.4% | +6.4% | -11.2% |
| 1Y | -16.4% | -24.8% | +8.4% | -10.7% |
| 3Y | +14.5% | -7.1% | +21.6% | +11.9% |
| 5Y | +41.7% | -5.4% | +47.2% | +30.7% |
| 10Y | +200.0% | +11.5% | +188.5% | +126.0% |
| All | +2,262.5% | +1,222.3% | +1,040.1% | +780.1% |
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