+928.6%
WDC vs MLM
+41.9%
+886.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +1.1% | +4.7% | +5.2% |
| 7D | +1.7% | -2.9% | +4.7% | +3.6% |
| 30D | -10.0% | -6.8% | -3.1% | -6.1% |
| 3M | -18.8% | -11.2% | -7.5% | -14.2% |
| 6M | +79.0% | -21.8% | +100.9% | +106.0% |
| YTD | +171.6% | -17.0% | +188.5% | +196.6% |
| 1Y | +417.4% | -16.4% | +433.8% | +459.4% |
| 3Y | +1,251.8% | +14.5% | +1,237.3% | +1,046.4% |
| All | +928.6% | +41.9% | +886.7% | +624.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling