+2,719.3%
WEC vs MLM
+2,961.7%
-242.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.9% | -0.9% |
| 7D | -0.3% | -2.9% | +2.6% | +0.1% |
| 30D | -1.3% | -6.8% | +5.5% | -0.3% |
| 3M | -3.9% | -11.2% | +7.3% | -2.5% |
| 6M | -8.3% | -21.8% | +13.5% | -5.3% |
| YTD | +3.1% | -17.0% | +20.0% | +5.4% |
| 1Y | +1.9% | -16.4% | +18.3% | +4.0% |
| 3Y | +41.9% | +14.5% | +27.4% | +37.3% |
| 5Y | +30.8% | +41.7% | -11.0% | +21.5% |
| 10Y | +141.9% | +200.0% | -58.1% | +94.3% |
| All | +2,719.3% | +2,961.7% | -242.4% | +1,488.8% |
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