+12.7%
WBD vs MLM
+206.1%
-193.5%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.6% | -0.9% |
| 7D | -1.8% | -2.9% | +1.1% | -0.6% |
| 30D | +8.8% | -6.8% | +15.6% | +11.9% |
| 3M | +4.6% | -11.2% | +15.9% | +9.1% |
| 6M | +1.1% | -21.8% | +22.9% | +11.0% |
| YTD | -2.0% | -17.0% | +15.0% | +4.1% |
| 1Y | +140.0% | -16.4% | +156.4% | +153.6% |
| 3Y | +144.4% | +14.5% | +129.9% | +119.6% |
| 5Y | -0.2% | +41.7% | -42.0% | -19.4% |
| All | +12.7% | +206.1% | -193.5% | -36.1% |
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 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