+682.0%
WDC vs MLM
+140.0%
+542.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | +0.1% |
| 7D | +16.3% | -2.0% | +18.3% | +17.7% |
| 30D | -18.3% | +9.5% | -27.8% | -22.6% |
| 3M | -31.4% | -4.7% | -26.7% | -29.8% |
| 6M | -36.3% | -10.7% | -25.6% | -33.3% |
| YTD | +80.8% | -16.6% | +97.4% | +96.0% |
| 1Y | +87.7% | -15.4% | +103.1% | +102.1% |
| 3Y | +819.4% | +15.9% | +803.5% | +705.5% |
| 5Y | +583.2% | +27.1% | +556.1% | +457.0% |
| All | +682.0% | +140.0% | +542.0% | +310.9% |
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