+583.6%
WDC vs MLM
+185.4%
+398.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.4% | -0.4% |
| 7D | -28.0% | -4.1% | -23.8% | -26.0% |
| 30D | -34.9% | +8.2% | -43.1% | -37.9% |
| 3M | -41.6% | -3.6% | -38.0% | -40.7% |
| 6M | -45.4% | -15.6% | -29.8% | -40.9% |
| YTD | +53.3% | -16.4% | +69.7% | +65.7% |
| 1Y | +61.5% | -14.3% | +75.9% | +72.5% |
| 3Y | +712.3% | +19.3% | +693.0% | +601.6% |
| 5Y | +524.2% | +29.6% | +494.6% | +405.8% |
| All | +583.6% | +185.4% | +398.2% | +264.6% |
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