+653.4%
WDC vs MLM
+167.5%
+486.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +2.5% | +7.4% | +8.4% |
| 7D | -14.4% | -3.8% | -10.6% | -12.1% |
| 30D | -27.1% | +11.0% | -38.1% | -31.4% |
| 3M | -33.3% | -3.1% | -30.2% | -32.4% |
| 6M | -39.6% | -9.8% | -29.8% | -37.1% |
| YTD | +68.4% | -14.4% | +82.8% | +79.8% |
| 1Y | +78.2% | -12.6% | +90.7% | +88.3% |
| 3Y | +772.0% | +19.7% | +752.3% | +650.5% |
| 5Y | +584.9% | +29.8% | +555.1% | +452.7% |
| 10Y | +653.4% | +153.5% | +499.9% | +288.4% |
| All | +653.4% | +167.5% | +486.0% | +288.4% |
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