+217.0%
W vs MLM
+149.0%
+68.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.5% | -3.2% | -3.3% |
| 7D | +1.1% | -2.9% | +3.9% | +3.8% |
| 30D | +6.4% | +10.4% | -4.0% | -1.5% |
| 3M | +9.0% | -3.7% | +12.7% | +12.4% |
| 6M | +69.8% | -10.3% | +80.1% | +86.7% |
| YTD | +12.1% | -14.8% | +26.9% | +26.8% |
| 1Y | 0.0% | -13.9% | +13.9% | +12.2% |
| 3Y | +160.3% | +18.4% | +142.0% | +132.6% |
| 5Y | -53.3% | +31.8% | -85.1% | -59.9% |
| 10Y | +217.0% | +143.4% | +73.5% | +77.2% |
| All | +217.0% | +149.0% | +68.0% | +77.2% |
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