+231.4%
WAT vs MLM
+140.5%
+90.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.7% |
| 7D | +0.7% | -5.8% | +6.5% | +2.9% |
| 30D | +9.0% | +9.8% | -0.9% | +5.2% |
| 3M | +13.5% | -5.2% | +18.7% | +15.4% |
| 6M | +35.3% | -10.3% | +45.6% | +39.8% |
| YTD | +24.0% | -15.5% | +39.4% | +30.3% |
| 1Y | +22.0% | -15.0% | +37.0% | +27.9% |
| 3Y | +84.0% | +17.5% | +66.5% | +71.1% |
| 5Y | +34.4% | +30.5% | +3.8% | +18.4% |
| 10Y | +231.4% | +145.5% | +85.9% | +127.6% |
| All | +231.4% | +140.5% | +90.9% | +127.6% |
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