-63.0%
WBD vs MLM
+109.0%
-172.0%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.7% | +2.6% |
| 7D | -13.0% | +2.3% | -15.3% | -14.1% |
| 30D | -9.7% | +5.4% | -15.1% | -12.1% |
| 3M | -31.7% | +0.1% | -31.7% | -32.1% |
| 6M | -28.1% | +13.5% | -41.6% | -32.7% |
| YTD | +1.7% | +34.1% | -32.5% | -12.2% |
| 1Y | -2.0% | +35.0% | -37.0% | -15.4% |
| 3Y | -56.4% | +76.1% | -132.5% | -67.1% |
| 5Y | -70.8% | +154.7% | -225.5% | -81.3% |
| All | -63.0% | +109.0% | -172.0% | -75.4% |
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