+52.9%
WEC vs MLM
+25.7%
+27.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.2% |
| 7D | +1.5% | -0.9% | +2.4% | +1.6% |
| 30D | +10.2% | +9.0% | +1.1% | +8.6% |
| 3M | +7.6% | -5.6% | +13.1% | +8.5% |
| 6M | +6.6% | -10.7% | +17.3% | +8.4% |
| YTD | +14.4% | -17.2% | +31.6% | +17.5% |
| 1Y | +8.8% | -14.2% | +23.1% | +11.0% |
| 3Y | +63.3% | +15.6% | +47.7% | +54.3% |
| All | +52.9% | +25.7% | +27.2% | +36.4% |
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