+26.3%
WAT vs MLM
-12.9%
+39.2%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.1% |
| 7D | +3.4% | -2.9% | +6.3% | +4.4% |
| 30D | +9.6% | +10.4% | -0.8% | +5.7% |
| 3M | +15.5% | -3.7% | +19.2% | +16.8% |
| 6M | +33.9% | -10.3% | +44.2% | +38.9% |
| YTD | +25.2% | -14.8% | +40.0% | +28.3% |
| 1Y | +26.3% | -13.9% | +40.2% | +27.8% |
| All | +26.3% | -12.9% | +39.2% | +27.8% |
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