+57.8%
WEC vs MLM
+25.8%
+31.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.2% | +5.3% | +1.1% |
| 7D | +3.2% | -1.2% | +4.4% | +3.4% |
| 30D | +14.7% | +7.9% | +6.7% | +13.2% |
| 3M | +10.2% | -4.5% | +14.7% | +11.0% |
| 6M | +4.5% | -12.6% | +17.1% | +6.6% |
| YTD | +15.1% | -14.9% | +30.0% | +17.6% |
| 1Y | +9.4% | -13.1% | +22.5% | +11.3% |
| 3Y | +56.9% | +21.2% | +35.7% | +47.0% |
| All | +57.8% | +25.8% | +31.9% | +40.3% |
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