+417.4%
WDC vs MLM
-15.9%
+433.2%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +1.1% | +4.7% | +5.6% |
| 7D | +1.7% | -2.9% | +4.7% | +2.5% |
| 30D | -10.0% | -6.8% | -3.1% | -8.2% |
| 3M | -18.8% | -11.2% | -7.5% | -16.6% |
| 6M | +79.0% | -21.8% | +100.9% | +91.1% |
| YTD | +171.6% | -17.0% | +188.5% | +174.3% |
| 1Y | +417.4% | -16.4% | +433.8% | +410.8% |
| All | +417.4% | -15.9% | +433.2% | +410.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling