+280.0%
WAB vs MLM
+185.4%
+94.6%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.8% | +3.7% | +2.8% |
| 7D | +1.4% | -4.1% | +5.5% | +3.7% |
| 30D | +0.4% | +8.2% | -7.8% | -4.0% |
| 3M | -3.8% | -3.6% | -0.3% | -2.4% |
| 6M | +5.1% | -15.6% | +20.6% | +13.9% |
| YTD | +33.3% | -16.4% | +49.7% | +44.6% |
| 1Y | +39.8% | -14.3% | +54.2% | +49.6% |
| 3Y | +161.1% | +19.3% | +141.7% | +130.3% |
| 5Y | +209.5% | +29.6% | +179.9% | +155.2% |
| All | +280.0% | +185.4% | +94.6% | +102.1% |
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 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