+113.2%
WDC vs MLM
-11.4%
+124.6%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +2.4% | -9.1% | -7.2% |
| 7D | -18.3% | +9.1% | -27.4% | -20.0% |
| 30D | -26.7% | +14.6% | -41.3% | -29.1% |
| 3M | -40.9% | +0.3% | -41.2% | -40.5% |
| 6M | -26.8% | -7.5% | -19.3% | -24.0% |
| YTD | +88.2% | -10.2% | +98.4% | +78.7% |
| 1Y | +113.2% | -10.5% | +123.7% | +102.2% |
| All | +113.2% | -11.4% | +124.6% | +102.2% |
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