+88.5%
WDC vs MLM
-16.0%
+104.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.7% | -4.3% | -4.8% |
| 7D | +12.1% | -0.9% | +13.0% | +12.4% |
| 30D | -18.8% | +9.0% | -27.8% | -20.1% |
| 3M | -39.3% | -5.6% | -33.7% | -37.7% |
| 6M | -40.1% | -10.7% | -29.4% | -38.2% |
| YTD | +71.8% | -17.2% | +89.0% | +64.4% |
| 1Y | +88.5% | -14.2% | +102.7% | +73.6% |
| All | +88.5% | -16.0% | +104.4% | +73.6% |
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