+12,039.5%
WDC vs MLM
+2,961.7%
+9,077.8%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +1.1% | +4.7% | +5.3% |
| 7D | +1.7% | -2.9% | +4.7% | +3.2% |
| 30D | -10.0% | -6.8% | -3.1% | -6.9% |
| 3M | -18.8% | -11.2% | -7.5% | -15.1% |
| 6M | +79.0% | -21.8% | +100.9% | +99.5% |
| YTD | +171.6% | -17.0% | +188.5% | +192.4% |
| 1Y | +417.4% | -16.4% | +433.8% | +453.7% |
| 3Y | +1,251.8% | +14.5% | +1,237.3% | +1,136.5% |
| 5Y | +911.7% | +41.7% | +869.9% | +732.3% |
| 10Y | +1,399.6% | +200.0% | +1,199.6% | +729.6% |
| All | +12,039.5% | +2,961.7% | +9,077.8% | +2,326.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling