+30.8%
WAT vs MLM
+23.5%
+7.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.8% | +2.8% | +1.9% |
| 7D | -1.1% | -4.1% | +3.0% | +0.8% |
| 30D | +5.0% | +8.2% | -3.2% | +0.7% |
| 3M | +14.5% | -3.6% | +18.1% | +16.1% |
| 6M | +30.9% | -15.6% | +46.5% | +40.9% |
| YTD | +20.5% | -16.4% | +36.9% | +29.3% |
| 1Y | +23.3% | -14.3% | +37.6% | +30.5% |
| 3Y | +81.5% | +19.3% | +62.2% | +57.7% |
| All | +30.8% | +23.5% | +7.2% | +6.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling