+66.3%
WDC vs MLM
-12.9%
+79.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | 0.0% |
| 7D | -16.7% | -2.9% | -13.9% | -15.7% |
| 30D | -27.2% | +10.4% | -37.6% | -28.8% |
| 3M | -34.0% | -3.7% | -30.3% | -32.6% |
| 6M | -39.7% | -10.3% | -29.5% | -37.3% |
| YTD | +68.1% | -14.8% | +82.9% | +59.2% |
| 1Y | +66.3% | -13.9% | +80.2% | +55.6% |
| All | +66.3% | -12.9% | +79.3% | +55.6% |
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 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