+27.3%
WAT vs MLM
-11.4%
+38.7%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.4% | -0.7% | +0.9% |
| 7D | -1.9% | +9.1% | -11.1% | -4.9% |
| 30D | +6.2% | +14.6% | -8.4% | +1.2% |
| 3M | +18.1% | +0.3% | +17.8% | +17.8% |
| 6M | +54.9% | -7.5% | +62.4% | +59.2% |
| YTD | +23.1% | -10.2% | +33.3% | +24.6% |
| 1Y | +27.3% | -10.5% | +37.8% | +28.8% |
| All | +27.3% | -11.4% | +38.7% | +28.8% |
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