+232.1%
W vs MLM
+185.4%
+46.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.4% | 0.0% |
| 7D | -3.6% | -4.1% | +0.5% | -0.1% |
| 30D | +7.0% | +8.2% | -1.2% | +0.7% |
| 3M | +7.4% | -3.6% | +11.0% | +10.5% |
| 6M | +69.3% | -15.6% | +84.9% | +94.9% |
| YTD | +11.3% | -16.4% | +27.7% | +27.7% |
| 1Y | +13.2% | -14.3% | +27.6% | +27.5% |
| 3Y | +142.0% | +19.3% | +122.7% | +115.4% |
| 5Y | -54.6% | +29.6% | -84.2% | -60.4% |
| All | +232.1% | +185.4% | +46.7% | +75.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 10y: compounded portfolio wealth divided by compounded MLM 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…
10y analysis · Full analysis span regression · 6 months rolling