+145.6%
W vs MLM
+199.9%
-54.3%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.1% | +1.4% | +1.6% |
| 7D | -4.2% | -2.9% | -1.3% | -1.9% |
| 30D | -7.6% | -6.8% | -0.7% | -2.3% |
| 3M | +37.2% | -11.2% | +48.4% | +51.6% |
| 6M | +26.3% | -21.8% | +48.2% | +54.1% |
| YTD | -1.0% | -17.0% | +16.0% | +14.2% |
| 1Y | +20.1% | -16.4% | +36.5% | +37.4% |
| 3Y | +37.8% | +14.5% | +23.3% | +26.5% |
| 5Y | -63.7% | +41.7% | -105.4% | -69.6% |
| All | +145.6% | +199.9% | -54.3% | +28.6% |
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