+3.5%
W vs MLM
-14.6%
+18.1%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +2.4% |
| 7D | -7.4% | -5.8% | -1.6% | -1.9% |
| 30D | +7.8% | +9.8% | -2.0% | -0.6% |
| 3M | +10.9% | -5.2% | +16.1% | +16.7% |
| 6M | +86.4% | -10.3% | +96.7% | +102.7% |
| YTD | +14.0% | -15.5% | +29.4% | +18.4% |
| 1Y | +3.5% | -15.0% | +18.6% | +6.1% |
| All | +3.5% | -14.6% | +18.1% | +6.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling