+6,852.3%
WDC vs MLM
+3,039.4%
+3,812.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | -5.2% | -12.2% | -14.9% |
| 7D | -32.3% | -1.2% | -31.1% | -31.8% |
| 30D | -34.9% | +7.9% | -42.8% | -37.4% |
| 3M | -48.4% | -4.5% | -44.0% | -47.5% |
| 6M | -42.4% | -12.6% | -29.8% | -39.5% |
| YTD | +55.5% | -14.9% | +70.4% | +64.9% |
| 1Y | +67.5% | -13.1% | +80.5% | +76.1% |
| 3Y | +727.3% | +21.2% | +706.0% | +634.8% |
| 5Y | +533.3% | +32.0% | +501.3% | +438.0% |
| 10Y | +627.0% | +195.3% | +431.6% | +305.1% |
| All | +6,852.3% | +3,039.4% | +3,812.9% | +1,268.6% |
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 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