+231.8%
WAT vs MLM
+149.0%
+82.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.1% |
| 7D | +3.4% | -2.9% | +6.3% | +4.5% |
| 30D | +9.6% | +10.4% | -0.8% | +5.6% |
| 3M | +15.5% | -3.7% | +19.2% | +16.8% |
| 6M | +33.9% | -10.3% | +44.2% | +38.3% |
| YTD | +25.2% | -14.8% | +40.0% | +31.2% |
| 1Y | +26.3% | -13.9% | +40.2% | +31.8% |
| 3Y | +85.8% | +18.4% | +67.4% | +72.3% |
| 5Y | +35.3% | +31.8% | +3.5% | +18.8% |
| 10Y | +231.8% | +143.4% | +88.4% | +128.4% |
| All | +231.8% | +149.0% | +82.8% | +128.4% |
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