+54.8%
WEC vs MLM
+27.9%
+26.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.5% | -1.4% | +0.7% |
| 7D | +0.2% | -3.8% | +4.1% | +0.9% |
| 30D | +12.9% | +11.0% | +1.9% | +10.9% |
| 3M | +9.8% | -3.1% | +12.8% | +10.2% |
| 6M | +6.7% | -9.8% | +16.5% | +8.3% |
| YTD | +14.0% | -14.4% | +28.3% | +16.3% |
| 1Y | +7.3% | -12.6% | +19.9% | +9.1% |
| 3Y | +63.8% | +19.7% | +44.1% | +53.9% |
| 5Y | +54.8% | +29.8% | +25.0% | +37.1% |
| All | +54.8% | +27.9% | +26.8% | +37.1% |
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