+200.6%
W vs MLM
+363.9%
-163.3%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -5.2% | -3.1% | -4.7% |
| 7D | -5.6% | -1.2% | -4.4% | -4.6% |
| 30D | +7.5% | +7.9% | -0.4% | +2.2% |
| 3M | +5.4% | -4.5% | +9.9% | +8.9% |
| 6M | +79.4% | -12.6% | +92.0% | +98.4% |
| YTD | +12.9% | -14.9% | +27.8% | +26.0% |
| 1Y | +12.4% | -13.1% | +25.5% | +23.8% |
| 3Y | +128.5% | +21.2% | +107.3% | +106.5% |
| 5Y | -54.0% | +32.0% | -86.0% | -58.9% |
| 10Y | +248.8% | +195.3% | +53.4% | +109.6% |
| All | +200.6% | +363.9% | -163.3% | +63.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling