+10,726.6%
WAT vs MLM
+3,648.4%
+7,078.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.2% | -1.3% |
| 7D | -1.3% | -2.9% | +1.6% | -0.4% |
| 30D | +2.3% | -6.8% | +9.2% | +4.5% |
| 3M | +8.7% | -11.2% | +20.0% | +12.3% |
| 6M | +28.3% | -21.8% | +50.2% | +37.4% |
| YTD | +7.8% | -17.0% | +24.8% | +13.1% |
| 1Y | +36.6% | -16.4% | +53.0% | +43.0% |
| 3Y | +45.7% | +14.5% | +31.2% | +38.7% |
| 5Y | -3.3% | +41.7% | -45.1% | -14.0% |
| 10Y | +162.1% | +200.0% | -37.9% | +80.3% |
| All | +10,726.6% | +3,648.4% | +7,078.2% | +4,144.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling