+1.0%
WBD vs MLM
+41.9%
-40.9%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.6% | -1.0% |
| 7D | -1.8% | -2.9% | +1.1% | -0.4% |
| 30D | +8.8% | -6.8% | +15.6% | +12.4% |
| 3M | +4.6% | -11.2% | +15.9% | +9.7% |
| 6M | +1.1% | -21.8% | +22.9% | +12.9% |
| YTD | -2.0% | -17.0% | +15.0% | +4.8% |
| 1Y | +140.0% | -16.4% | +156.4% | +154.7% |
| 3Y | +144.4% | +14.5% | +129.9% | +105.8% |
| All | +1.0% | +41.9% | -40.9% | -30.1% |
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