+1,381.3%
WDC vs MLM
+199.9%
+1,181.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +1.1% | +4.7% | +5.2% |
| 7D | +1.7% | -2.9% | +4.7% | +3.4% |
| 30D | -10.0% | -6.8% | -3.1% | -6.3% |
| 3M | -18.8% | -11.2% | -7.5% | -14.5% |
| 6M | +79.0% | -21.8% | +100.9% | +103.4% |
| YTD | +171.6% | -17.0% | +188.5% | +195.5% |
| 1Y | +417.4% | -16.4% | +433.8% | +458.6% |
| 3Y | +1,251.8% | +14.5% | +1,237.3% | +1,100.4% |
| 5Y | +911.7% | +41.7% | +869.9% | +684.5% |
| All | +1,381.3% | +199.9% | +1,181.5% | +714.3% |
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