+228.3%
WAT vs MLM
+138.2%
+90.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.2% |
| 7D | +0.6% | -0.9% | +1.5% | +0.9% |
| 30D | +5.4% | +9.0% | -3.6% | +2.0% |
| 3M | +11.3% | -5.6% | +16.9% | +13.4% |
| 6M | +37.4% | -10.7% | +48.1% | +42.2% |
| YTD | +21.2% | -17.2% | +38.3% | +28.3% |
| 1Y | +21.3% | -14.2% | +35.6% | +26.8% |
| 3Y | +83.4% | +15.6% | +67.8% | +71.5% |
| 5Y | +29.0% | +26.2% | +2.7% | +14.9% |
| All | +228.3% | +138.2% | +90.1% | +127.8% |
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 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